Showing posts with label normal distribution CDF. Show all posts
Showing posts with label normal distribution CDF. Show all posts

Thursday, November 25, 2021

HP 17BII+: Update to Normal CDF Formula - Don Phillips

 HP 17BII+:  Update to Normal CDF Formula - Don Phillips


On March 31, 2019, I posted a formula calculate the normal cumulative distributive function (normal CDF) for x ≥ 0:


http://edspi31415.blogspot.com/2019/03/hp-17bii-normal-distribution-and-random.html


Don Phillips provided us with an updated formula to include negative values of x.   Much gratitude for allowing me to post this formula:


NCDF=L(ANS:1-EXP(-ABS(X)^2÷2)÷SQRT(2×PI)×(.4361836×L(T:INV(1+.33267×ABS(X)))-.1201676×G(T)^2+.9372980×G(T)^3))×0+IF(X<0:1-G(ANS):G(ANS))


Example Calculations:

X = -2.50,  NCDF = 0.00622

X = -1.50, NCDF = 0.06680

X = -0.50, NCDF = 0.30855

X = 0.00, NCDF = 0.50000

X = 0.50, NCDF = 0.69145

X = 1.00, NCDF = 0.84135

X = 2.00, NCDF = 0.97724


Thank you Don, Eddie. 

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