Normal Distribution

Normal Distribution

• StarRrr

  Thanks Rick van den Bosch  for the fast response. If I could only get that kind of speed for my other posts.

  I found the math equation with some other language's sample code and converted it to C# below.  (simular to Excel's NormsDist())

  public double CND(double X)

  {

  double L = 0.0;

  double K = 0.0;

  double dCND = 0.0;

  const double a1 = 0.31938153;

  const double a2 = -0.356563782;

  const double a3 = 1.781477937;

  const double a4 = -1.821255978;

  const double a5 = 1.330274429;

  L = Math.Abs(X);

  K = 1.0 / (1.0 + 0.2316419 * L);

  dCND = 1.0 - 1.0 / Math.Sqrt(2 * Convert.ToDouble(Math.PI.ToString())) * Math.Exp(-L * L / 2.0) * (a1 * K + a2 * K * K + a3 * Math.Pow(K, 3.0) + a4 * Math.Pow(K, 4.0) + a5 * Math.Pow(K, 5.0));

  if (X < 0)

  {

  return 1.0 - dCND;

  }

  else

  {

  return dCND;

  }

  }

  
  

• alviny

  This function is not available in any of the framework classes as far as I know. I would think there are implementations to be found on the internet...
  
  
• Normal Distribution