Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse

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Computer code for: A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse

Author Info

Chokri Dridi (Department of Agriculture & Consumer Economics, & Regional Economics Applications Laboratory, University of Illinois at Urbana-Champaign)

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Chokri Dridi

Abstract

Content: (cdf.c)->Is ANSI-C code to compute the cdf of standard normal dist. using a composite fifth-order Gauss-Legendre quadrature (cdf- GL.py)->same as cdf.c except the code is written in Python (cdf.py)- >Python code to compute the cdf using rational fraction approximations (invcdf.py)->Python code to compute the inverse cdf using rational fraction approximations

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Software component provided by EconWPA in its series Computer Programs with number 0212001.

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Date of creation: 29 Dec 2002
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Handle: RePEc:wpa:wuwppr:0212001

Note: Type of Document - AINSI-C/Python. Content: (cdf.c)->Is ANSI-C code to compute the cdf of standard normal dist. using a composite fifth-order Gauss-Legendre quadrature (cdf-GL.py)->same as cdf.c except the code is written in Python (cdf.py)->Python code to compute the cdf using rational fraction approximations (invcdf.py)->Python code to compute the inverse cdf using rational fraction approximations
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Related research
Keywords: ANSI-C Python

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other

This paper has been announced in the following NEP Reports:

NEP-ALL-2003-04-21 (All new papers)
NEP-CMP-2003-04-21 (Computational Economics)
NEP-RMG-2003-04-21 (Risk Management)

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