Library "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random...
Library "cnd" Cumulative Normal Distribution CND1(x) Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy) Parameters: x : float, Returns: float. CND2(x) Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial...
Library "chi2Inv" chi2Inv(p, n) Returns the inverse cumulative distribution function (icdf) of the chi-square distribution with degrees of freedom nu, evaluated at the probability values in p. Goldstein approximation Parameters: p : float, probability n : float, degress of freedom source. Returns: float.