正态分布分位数m.bas

来自「数理统计程序集」· BAS 代码 · 共 42 行

Attribute VB_Name = "modMethod"
Option Explicit
'求正态分布的分位数
'Q：上侧概率
'x：分位数
Public Sub PNorm(Q, x)
    Dim p As Double, y As Double, z As Double
    Dim b0 As Double, b1 As Double, b2 As Double
    Dim b3 As Double, b4 As Double, b5 As Double
    Dim b6 As Double, b7 As Double, b8 As Double
    Dim b9 As Double, b10 As Double, b As Double
    b0 = 1.570796288
    b1 = 0.03706987906
    b2 = -0.0008364353589
    b3 = -0.0002250947176
    b4 = 0.000006841218299
    b5 = 0.000005824238515
    b6 = -0.00000104527497
    b7 = 8.360937017E-08
    b8 = -3.231081277E-09
    b9 = 3.657763036E-11
    b10 = 6.936233982E-13
    If Q = 0.5 Then
        x = 0: GoTo PN01
    End If
    If Q > 0.5 Then p = 1 - Q Else p = Q
    y = -Log(4 * p * (1 - p))
    b = y * (b9 + y * b10)
    b = y * (b8 + b)
    b = y * (b7 + b)
    b = y * (b6 + b)
    b = y * (b5 + b)
    b = y * (b4 + b)
    b = y * (b3 + b)
    b = y * (b2 + b)
    b = y * (b1 + b)
    z = y * (b0 + b)
    x = Sqr(z)
    If Q > 0.5 Then x = -x
PN01:
End Sub