Journal ArticleDOI
Computer Evaluation of the Normal and Inverse Normal Distribution Functions
Roy C. Milton,Richard Hotchkiss +1 more
TLDR
In this paper, an algorithm involving polynomial approximations for evaluation of the normal distribution function is presented which may be implemented in fast and accurate computer programs of moderate length.Abstract:
An algorithm involving polynomial approximations for evaluation of the normal distribution function is presented which may be implemented in fast and accurate computer programs of moderate length. Using this approximation and simple two-step Newton-Raphson iteration, the evaluation of the inverse normal distribution function is achieved with reasonable accuracy.read more
Citations
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Journal ArticleDOI
Boundary-crossing probabilities for the Brownian motion and poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
TL;DR: In this paper, the first-passage distribution functions of a Brownian motion process are approximated by linear recursions whose coefficients are estimated by linearizing the boundaries within subintervals.
Journal ArticleDOI
Determination of A.R.L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
Amrit L. Goel,S. M. Wu +1 more
TL;DR: The average run length of a Cusum chart for controlling a normal mean is calculated by solving the systems of linear equations which approximate the integral equations for the required quantities.
Journal ArticleDOI
Computer Evaluation of the Multivariate Normal Integral
TL;DR: In this paper, a method for the evaluation by computer of the multivariate normal integral, for arbitrary mean vector, covariance matrix, and region of integration, is described by means of a modification of a multidimensional adaptive Simpson's quadrature with error control, applied to the iterated integral.
Journal ArticleDOI
An Approximate Analysis of Variance Test for Non-Normality Suitable for Machine Calculation
TL;DR: In this paper, a simple approximation of expected values of order statistics in the Shapiro-Francis (1972) W′ statistics, yield a statistics that is more suitable for machine computation. And they show that is equivalent to W′ and discuss its percentage points.
Journal ArticleDOI
Exploratory data analysis in the geophysical sciences
Beat Kleiner,Thomas E. Graedel +1 more
TL;DR: Exploratory data analysis (EDA) techniques are particularly relevant to the geophysical sciences, since geophysical systems typically possess multiple correlations of a variety of parameters on widely differing time scales, often in conjunction with temporal patterns of low intensity but high importance as mentioned in this paper.
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