正态分布m.bas

<VB数理统计实用算法>书中的算法源程序

Attribute VB_Name = "modMethod"
Option Explicit
'计算正态分布函数
'x：正态偏离点
'F：下侧概率
Public Sub Norm(x, F)
    Dim y As Double, ER As Double, Q As Double
    Dim A
    Const a1 As Double = 0.0705230784
    Const a2 As Double = 0.0422820123
    Const a3 As Double = 0.0092705272
    Const a4 As Double = 0.0001520143
    Const a5 As Double = 0.0002765672
    Const a6 As Double = 0.0000430638
    y = 0.707106781187 * Abs(x)
    A = a4 + y * (a5 + y * a6)
    A = a3 + y * A
    A = a2 + y * A
    A = a1 + y * A
    ER = 1 - (1 + y * A) ^ (-16)
    Q = 0.5 * ER
    If x < 0 Then F = 0.5 - Q Else F = 0.5 + Q
End Sub