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Aug 20th, 2009

normal distribution formula in c# ?

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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)
static double NORMSDIST(double z_score) 
        {            
            double z_ = - ( (z_score * z_score) / 2 ); 
            double normDist = (1 / ((Math.Sqrt(2 * Math.PI)))) * ( Math.Exp(z_) );
 
            return normDist;
        }
static double NORMSDIST(double z_score) 
        {            
            double z_ = - ( (z_score * z_score) / 2 ); 
            double normDist = (1 / ((Math.Sqrt(2 * Math.PI)))) * ( Math.Exp(z_) );

            return normDist;
        }

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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afr0

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Aug 20th, 2009

Re: normal distribution formula in c# ?

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.

ddanbe

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Aug 20th, 2009

Re: normal distribution formula in c# ?

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)
static double NORMSDIST(double Zscore)
        {
            double Z = -(Zscore * Zscore) / 2;
            double normDist = (1 / Math.Sqrt(2 * Math.PI)) * (Math.Exp(Z));
 
            return normDist;
        }
static double NORMSDIST(double Zscore)
        {
            double Z = -(Zscore * Zscore) / 2;
            double normDist = (1 / Math.Sqrt(2 * Math.PI)) * (Math.Exp(Z));

            return normDist;
        }

ddanbe

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Aug 21st, 2009

Re: normal distribution formula in c# ?

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.

afr0

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Aug 21st, 2009

Re: normal distribution formula in c# ?

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?

ddanbe

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Aug 22nd, 2009

Re: normal distribution formula in c# ?

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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