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完整後設資料紀錄
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.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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