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Default Normal Distribution

Hi

I need to convert a complicated Excel document that's been created by some Maths boffin into a program in C#. I've been doing really well (despite my Mathematical handicap) until I hit the Excel NORMDIST(x,mean,stdDev,cumulative) function. System.Math doesn't have any functions to help me out here, and I just can't seem to work out how to convert the formula into C# code. I need a function to work the same as the Excel Function with cumulative set to TRUE

Any takers

LittleC
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Default Normal Distribution

http://groups.google.com/groups?selm...0no_e-mail.com
http://lib.stat.cmu.edu/apstat/
Abramowitz and Stegun's "Handbook of Mathematical Functions"
or almost any book on statistical computing

Jerry

littlecharva wrote:

Hi,

I need to convert a complicated Excel document that's been created by some


Maths boffin into a program in C#. I've been doing really well (despite my


Mathematical handicap) until I hit the Excel NORMDIST(x,mean,stdDev,cumulative)


function. System.Math doesn't have any functions to help me out here, and I just


can't seem to work out how to convert the formula into C# code. I need a function


to work the same as the Excel Function with cumulative set to TRUE.


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Default Normal Distribution

Hi

Thanks for that, but my knowledge of Maths isn't good enough for me to work that out. I was kinda hoping there would be an easy way to do it, or that maybe there was a class already out there somewhere that would do it for me

Cheers
LittleC
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Default Normal Distribution

http://www.library.cornell.edu/nr/bookcpdf/c6-2.pdf

gives erf and erfc in C.

NormSDist(x) = ErfC(-x/sqrt(2))/2 for x<=0
NormSDist(x) = 1 - NormsDist(-x) for x0

Jerry

littlecharva wrote:

Hi,

Thanks for that, but my knowledge of Maths isn't good enough for me


to work that out. I was kinda hoping there would be an easy way to


do it, or that maybe there was a class already out there somewhere


that would do it for me.

Cheers,
LittleC


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