normal-cdf(z) with mu = 0, stddev = 1 - Java java.lang

Java examples for java.lang:Math Function

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Description

normal-cdf(z) with mu = 0, stddev = 1

Demo Code


//package com.java2s;

public class Main {
    /**/*  w  w w.ja  v a2  s.  c o m*/
     * normal-cdf(z) with mu = 0, stddev = 1
     */
    public static double normalCdf(double z) {
        if (z < -8.0) {
            return 0.0;
        }
        if (z > 8.0) {
            return 1.0;
        }
        double sum = 0.0, term = z;
        for (int i = 3; sum + term != sum; i += 2) {
            sum = sum + term;
            term = term * z * z / i;
        }
        return 0.5 + sum * normalCdf(z);
    }

    /**
     * normal-cdf(z, mu, stddev) with given mu and stddev
     */
    public static double normalCdf(double z, double mu, double sigma) {
        return normalCdf((z - mu) / sigma);
    }
}

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