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normal distribution formula in c# ?

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normal distribution formula in c# ?

 
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  #1
Aug 20th, 2009
Hi All,
I'm trying to implement the NORMSDIST function of MS excel in the C#. I found its implementation from the following link.
http://office.microsoft.com/en-us/ex...091941033.aspx

and I've written the following code for this i.e.

C# Syntax (Toggle Plain Text) 
  1. static double NORMSDIST(double z_score) 
  2.         {            
  3.             double z_ = - ( (z_score * z_score) / 2 ); 
  4.             double normDist = (1 / ((Math.Sqrt(2 * Math.PI)))) * ( Math.Exp(z_) );
  5.  
  6.             return normDist;
  7.         }

unfortunately this isn't giving me the correct result, can someone point out for me what m i missing in here?

thanks in advance.
Last edited by John A; Aug 21st, 2009 at 12:57 am. Reason: added code tags
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Re: normal distribution formula in c# ?

 
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  #2
Aug 20th, 2009
Your code is correct but it gives the value if cumulative is false.
The excel example gives the value when cumulative is true.
I don't have your function in my Excel version, just simlated it with a similar function and setting mu to zero and sigma to one.
Hope this helps a bit.
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Re: normal distribution formula in c# ?

 
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  #3
Aug 20th, 2009
Forgot to notice this was your first post!
Welcome to Daniweb afr0!
Try to use code tags when you post code.
I use underscores sometimes but, I would never use them in math formulas. It is confusing, I did not notice your unary minus at first.
You also use a few parenthesis to many.
This code (with code tags!) shows it(I think it is much more clearer to read):
c# Syntax (Toggle Plain Text) 
  1. static double NORMSDIST(double Zscore)
  2.         {
  3.             double Z = -(Zscore * Zscore) / 2;
  4.             double normDist = (1 / Math.Sqrt(2 * Math.PI)) * (Math.Exp(Z));
  5.  
  6.             return normDist;
  7.         }
Today is a gift, that's why it is called "The Present".
Make love, no war. Cave ab homine unius libri.
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Re: normal distribution formula in c# ?

 
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  #4
Aug 21st, 2009
I'm using 2007 office suite. but can you tell me how can i set cumulative to true. From the given formula that i provided the link i couldn't see any such flag. can provide that formula ?

thanks.
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Re: normal distribution formula in c# ?

 
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  #5
Aug 21st, 2009
I have a 2003 version of Excel with this : NORMDIST(x,mean,stddev,cumulative) Cumulative can be true or false.
Your C# function returns the y value for x under the bell curve, so it is not cumulative.
If you want a cumulative function, you have to calculate the area under the bell curve from minus infinity up to the value of x. Perhaps you already have an algoritm to do that?
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Re: normal distribution formula in c# ?

 
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  #6
Aug 22nd, 2009
Perhaps you can do something(as a start) with this snippet
Just plug in your function and play with some parameters to get the results you want.
Last edited by ddanbe; Aug 22nd, 2009 at 10:29 am.
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