反向常態累加分布函數之數值方法的性質之分析

I-Chen Lin; 林宜禎

請用此 Handle URI 來引用此文件： http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30038

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DC 欄位	值	語言
dc.contributor.advisor	呂育道(Yuh-Dauh Lyuu)
dc.contributor.author	I-Chen Lin	en
dc.contributor.author	林宜禎	zh_TW
dc.date.accessioned	2021-06-13T01:32:06Z	-
dc.date.available	2008-07-20
dc.date.copyright	2007-07-20
dc.date.issued	2007
dc.date.submitted	2007-07-17
dc.identifier.citation	[1] An algorithm for computing the inverse normal cumulative distribution function http://home.online.no/~pjacklam/notes/invnorm/ [2] The Full Monte “Risk”, vol.8, NO.2, February, 1995, pp. 57-58 [3] Normal Distribution, Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Normal_distribution [4] Error Function, Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Error_function [5] Quantile function, Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Quantile_function
dc.identifier.uri	http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30038	-
dc.description.abstract	The inverse normal cumulative distribution function does not have a close form. Several algorithms for evaluating (or approximating) the inverse normal cumulative distribution function have been proposed. The aim of the thesis is to compare a few numerical methods of the inverse normal cumulative distribution function, which are used for calculating approximate values of the inverse normal cumulative distribution function. They include the built-in function in EXCEL, a numerical method by Peter J. Acklam, and a numerical method by Moro. The numerical method of Moro is implemented with MATLAB in this thesis. Related errors of the above-mentioned numerical methods are analyzed in the current thesis as well.	en
dc.description.provenance	Made available in DSpace on 2021-06-13T01:32:06Z (GMT). No. of bitstreams: 1 ntu-96-R91922046-1.pdf: 594375 bytes, checksum: c580737b8e95dc2e5ec933fe413936ef (MD5) Previous issue date: 2007	en
dc.description.tableofcontents	Contents 口試委員會審定書......................................................................i Abstract………………………………………………………..ii 1 Introduction……………......................................................1 1.1 Introduction…………………………………………….1 1.2 Organization of This Thesis……………………………2 2 Background………………………………………………...3 2.1 Normal Cumulative Distribution Function…………….3 2.2 Inverse Normal Cumulative Distribution Function……4 3 Numerical Methods of the Inverse Normal Cumulative Distribution Function……………………………………...6 3.1 Numerical Method of Acklam…………………………6 3.2 Numerical Method of Moro……………………………7 4 Numerical Results………………………………………….9 4.1 Approximating Values of the Inverse Normal Cumulative Distribution Function with Probabilities Having Lower Precision………………………………………………………...9 4.2 Approximating Values of the Inverse Normal Cumulative Distribution Function with Probabilities Closer to Zero………9 4.3 Testing the Approximating Values in the Numerical Method of Moro.........................................................................................10 5 Conclusions…………………………………………….....12 Bibliography………………………………………………….14 Appendix……………………………………………………...15 Appendix A MATLAB Code of the Numerical Method of Acklam……………………………………………….15 Appendix B MATLAB Code for Implementing the Numerical Method of Moro……………………………………...17 Appendix C Approximating Values of Numerical Methods in the Central Region……………………………………….19 Appendix D Approximating Values of Numerical Methods in the Lower Region………………………………………...32
dc.language.iso	en
dc.subject	數值方法	zh_TW
dc.subject	Moro	zh_TW
dc.subject	反向常態累加分布函數	zh_TW
dc.subject	EXCEL	zh_TW
dc.subject	MATLAB	zh_TW
dc.subject	Acklam	zh_TW
dc.subject	Inverse normal cumulative distribution function	en
dc.subject	Acklam	en
dc.subject	MATLAB	en
dc.subject	EXCEL	en
dc.subject	numerical method	en
dc.subject	Moro	en
dc.title	反向常態累加分布函數之數值方法的性質之分析	zh_TW
dc.title	Analysis of Qualities of Numerical Methods for Calculating the Inverse Normal Cumulative Distribution Function	en
dc.type	Thesis
dc.date.schoolyear	95-2
dc.description.degree	碩士
dc.contributor.oralexamcommittee	戴天時,金國興
dc.subject.keyword	反向常態累加分布函數,數值方法,EXCEL,MATLAB,Acklam,Moro,	zh_TW
dc.subject.keyword	Inverse normal cumulative distribution function,numerical method,EXCEL,MATLAB,Acklam,Moro,	en
dc.relation.page	62
dc.rights.note	有償授權
dc.date.accepted	2007-07-17
dc.contributor.author-college	電機資訊學院	zh_TW
dc.contributor.author-dept	資訊工程學研究所	zh_TW
顯示於系所單位：	資訊工程學系

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