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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30038
Title: | 反向常態累加分布函數之數值方法的性質之分析 Analysis of Qualities of Numerical Methods for Calculating the Inverse Normal Cumulative Distribution Function |
Authors: | I-Chen Lin 林宜禎 |
Advisor: | 呂育道(Yuh-Dauh Lyuu) |
Keyword: | 反向常態累加分布函數,數值方法,EXCEL,MATLAB,Acklam,Moro, Inverse normal cumulative distribution function,numerical method,EXCEL,MATLAB,Acklam,Moro, |
Publication Year : | 2007 |
Degree: | 碩士 |
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. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30038 |
Fulltext Rights: | 有償授權 |
Appears in Collections: | 資訊工程學系 |
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ntu-96-1.pdf Restricted Access | 580.44 kB | Adobe PDF |
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