LinkBack Thread Tools Search this Thread Display Modes
Prev Previous Post   Next Post Next
  #1   Report Post  
Posted to microsoft.public.excel.programming
external usenet poster
 
Posts: 13
Default NORMSDIST() and NORMSINV()

Currently, I have a spreadsheet in which I need to calculate the
cumulative distribution function of the standard z, as well the inverse
of the cdf for p(x).

For the sake of speed(?), I am using Application.NormSDist and
Application.NormSInv.

NormSDist is respectable, but the accuracy of NormSInv is laughable. I
was thinking of substituting both functions with custom methods.

For NormSDist() I was thinking of using the algorithm in Numerical
Recipes, and for NormSInv() I was thinking of using P.J. Acklam's algorithm.

The function that I am evaluating is of the form: (all variables are double)
y = NormSDist( (NormSInv(x) - a * m) / Sqr (1 - a * a) )

and I would be evaluating this function approximately 6000 times.

Would the substitution of the canned functions with custom ones
hamstring my project?
 
Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules

Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are On


Similar Threads
Thread Thread Starter Forum Replies Last Post
is there a function like NORMSINV for exponential distribution Stuart Douglas[_2_] Excel Worksheet Functions 3 April 3rd 23 11:13 AM
IS there a mathematical formula for NORMSINV? SyBorg Excel Worksheet Functions 1 May 19th 06 06:47 PM
The formula for NORMSDIST is wrong? SyBorg Excel Worksheet Functions 2 May 18th 06 10:52 PM
NORMSDIST crapatmath Excel Discussion (Misc queries) 2 January 6th 06 02:45 AM
"Unable to get the NormSInv property of the WorksheetFunction clas David Roodman Excel Worksheet Functions 1 December 15th 04 12:15 PM


All times are GMT +1. The time now is 12:19 AM.

Powered by vBulletin® Copyright ©2000 - 2025, Jelsoft Enterprises Ltd.
Copyright ©2004-2025 ExcelBanter.
The comments are property of their posters.
 

About Us

"It's about Microsoft Excel"