On Jan 15, 2007, at 8:46 PM, Eldon Eller wrote:
Given my probably wrong understanding of your question, it seems to me that all you have to do is take a standard normal distribution (mean=0, sd=1), multiply it by the empirical sd to give a normal distribution with mean=0 and sd=empirical sd, then add the empirical mean to give a normal distribution with mean=empirical mean and sd=empirical sd.
Vector 10.3, January 2003 has my article "Beware Scholes". The Black- Scholes formula led to a Nobel Prize in economics in 1997 for Myron Scholes, his colleague Fischer Black having died. Excuse me if this is impertinent.
Ewart Shaw uses the confluent hypergeometric conjunction in his erf, and uses erf in his cumulative distribution function of the normal distribution:
erf =: (*&(%:4p_1)%^@:*:)*[:1 H. 1.5*: NB. A&S 7.1.21 (right) cnd =: [:-:1:+[:erf%&(%:2) NB. A&S 26.2.29 (solved for P) Eugene ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
