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Hello,
this one works for me:
function NORMDIST( x, mean, stddev, Cumulative ) {
k = 2 / sqrt( 3.14159265 );
z = ( x - mean ) / ( stddev * sqrt( 2 ) );
q = k * ( z - z ^ 3 / 3 + z ^ 5 / 10 - z ^ 7 / 42 + z ^ 9 / 216
- z ^ 11 / 1320 + z ^ 13 / 9360 - z ^ 15 / 75600 );
if ( Cumulative ) {
result = ( 1 + q ) / 2;
}
else {
result = ( 1 / ( sqrt( 2 * 3.14159265 ) * stddev ) )
* exp( -( x - mean ) ^ 2 / ( 2 * stddev ^ 2 ) );
}
return result;
}
regards Johan
--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> I have various functions for normal distributions, but for some
reason
> none seem to be able to replicate Excel's NORMDIST
(x,mean,stdev,TRUE).
>
> I've applied the Abramowitz & Stegun approximation to calculate the
> cumulative normal function. However, the pdf agrees with Excel's
> NORMDIST(x,mean,stdev,FALSE), but the cdf does not match its
NORMDIST
> (x,mean,stdev,TRUE).
>
> I did read there have been criticisms expressed as to the accuracy
of
> XL's approximations, but doubt this is applicable in this case.
>
> Any suggestions appreciated.
>
> PS
>
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