[情報] 參考資料

[markoo (上行下笑阿..)]

#define PI 3.1415926
#define f(x) exp(-x*x/2)/sqrt(2*PI)
#define N 1000


double integral(double z, int size)
{
        int i;
        double up,low,avg,ans=0;
    for (i=0;i<size;i++)
        {
                up=f((i*z*1.0)/size);
                low=f(((i+1)*z*1.0)/size);
                avg=(up+low)*(z/size)/2;
                ans+=avg;
        }
    return ans;
}
double cdf(double z)//usage: P{Z<=z} = p, Z~N(0,1), input z.
{
    double ans=0;
    if (z<0) ans=0.5-integral(-z,N);
    else ans=0.5+integral(z,N);
        return ans;
}
double icdf(double prob,double precise)
//usage: P{Z<=z} = p, Z~N(0,1), input p and precise (精確度:建議0.001即可)
{
        double ans=0;
        if (prob>=0.5)
        {
                prob=prob-0.5;
                do {
                        ans+=precise;
                } while (integral(ans,N) <=prob);
        }
        else
        {
                prob = 0.5-prob;
                do {
                        ans+=precise;
                } while (integral(ans,N)<=prob);
                ans = -ans;
        }
        return ans;
}

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※ 編輯: markoo          來自: 140.113.7.248        (08/13 13:38)