public class Normal
extends java.lang.Object
Modifier | Constructor and Description |
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protected |
Normal()
Make class non-instantiable but inheritable.
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Modifier and Type | Method and Description |
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static double |
normal(double z)
Compute probability for normal distribution.
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static double |
normalInverse(double p)
Compute percentage point for normal distribution.
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static double |
normalInverseBad(double p) |
public static double normal(double z)
z
- Percentage point of normal distribution.Uses the relationship between the Normal and Gaussian Error distributions.
public static double normalInverse(double p) throws java.lang.IllegalArgumentException
p
- Probability value.See Wichura, M. J. (1988) Algorithm AS 241: The Percentage Points of the Normal Distribution. Applied Statistics, 37, 477-484. The result is generally accurate to about 10-12 decimal digits. We improve the result from Wichura's estimate using two iterations of a Taylor series, generally resulting in about 15 decimal digits of accuracy. See Kennedy, W. J. and Gentle, James E. _Statistical Computing_, Marcel Dekker, 1980, pp. 94 for a discussion of the Taylor series improvement.
java.lang.IllegalArgumentException
public static double normalInverseBad(double p)