Gordon Kenyon <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > In quantitative methods text-books for the social and behavioral > sciences one constantly sees the equation which describes the pdf for > both normal distributions in general and the standard normal > distribution. I have never seen any basic warning that this > "description" of the standard normal distribution is only the density > function and not a computing formula of any kind.
Of course it's a computing formula. You use it any time you need the density! > Anyway, integrating the normal distribution function sure is a bear, > huh? If you mean the incomplete integral, well, yes, you can't do it analytically. But the whole density is relatively easy to integrate once someone shows you a way to do it. But numerical approximation of the integral is pretty easy. (For hand work, I just use simple quadrature rules, but taken from a point I already have memorised. Even Simpson's rule is often good enough.) Glen . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
