Wednesday, January 14, 2009

to calculate the cdf and inverse cdf of normal distribution in c++

Also in the synthetic data generation, it requires calculating inverse cdf.
Without using boost or heavy libraries, here's the links to the codes.

calculate the cdf :
http://www.sitmo.com/doc/Calculating_the_Cumulative_Normal_Distribution

inverse cdf:
http://home.online.no/~pjacklam/notes/invnorm/

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