zhengtaifenweishu.cpp

计算正态分布的分位数

#include <iostream.h>
#include <math.h>
#include <stdlib.h>
double pnorm(double q) //公式精度：最大相对误差1.2*e-8    q:上侧概率  返回值：分位数
{double u,p,y;
 if(q==0.5)  return 0.0;
 p=(q<0.5)?q:1.0-q;
 if(p>0.999999999999||(1-p)>0.999999999999)
 {cout<<"Error in Pnorm"<<endl;
  exit(0);  //注意exit的使用
 } 
 y=-log(4.0*p*(1.0-p));
 y=y*(1.570796+y*(0.3706988e-1+y*(-0.836435359e-3+y*(-0.2250947e-3+y*(0.68412183e-5+y*(0.58242385e-5+y*(-0.1045275e-5+y*(0.8360937e-7+y*(-0.3231081e-8+y*(0.3657763e-10+y*(0.6936234e-12)))))))))));
 u=sqrt(y);
 if(q>=0.5) u=-u;
 return u;
}

int main()
{double u=0.0000046;
 cout<<pnorm(u)<<endl;
 return 1;
}