怎样实现正态分布函数从某个数x到正无穷大的积分？ - 未名空间MITBBS历史存档

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怎样实现正态分布函数从某个数x到正无穷大的积分？

怎样实现正态分布函数从某个数x到正无穷大的积分？# Computation - 科学计算

c*a2005-03-14 08:03

1 楼

Thanks a lot!

c*e2005-03-14 08:03

2 楼

什么叫怎么实现?

【在 c******a 的大作中提到】

: Thanks a lot!

r*y2005-03-14 08:03

3 楼

Just numerically integrate it from x to a very large number, say 10000.
Depending on your requirement of precision, sometimes just to 100 would be
enough.
Or another approach, do integration from 0 to x, and you know the integral
from 0 to inf is sqrt(pi)/2. So you know the integral from x to inf.
Exp(-x^2) is dropping very fast from 0 to inf, accumulated contribution
outside 10 FWHM is really small.

【在 c******a 的大作中提到】

: Thanks a lot!

w*r2005-03-14 08:03

4 楼

you can transform the variable x to its associated probaliliy given that you
know this varible has what kind of distribution. for example:
phi(x)=z, z belongs to [0,1], the unbounded integral is transformed into the
bounded integral ,but you also need to changed the pdf , new pdf is equal to
the "old" pdf times the Jacobian of the transformation.

【在 c******a 的大作中提到】

: Thanks a lot!