I'm looking from an algorithm that will do a statistics calculation for me--
it's the first time 'Numerical Recipies in C' has failed me! A normal
distribution table tells me the probability (by percentile) of an item,
given something called a z-score. If I have a z-score, I can look up the
probability in a distribution table.
There are plenty of algorithms around to do that calculation, but I need to
do a reverse lookup. I am given a percentile, and I need to return the
z-score that corresponds to that percentile. I haven't found anything that
will give me that result. If anyone can direct me to code or to an
algorithm, I'll be very grateful.
Thanks,
Dave Veeneman 3 13467
What about http://www.fourmilab.ch/rpkp/experim...is/zCalc.html? Is
that what you're looking for (it's all done in JavaScript)?
Failing that, there is always Newton's Method.
Colin
"Dave Veeneman" <no****@nospam. com> wrote in message
news:%2******** ********@TK2MSF TNGP12.phx.gbl. .. I'm looking from an algorithm that will do a statistics calculation for
me-- it's the first time 'Numerical Recipies in C' has failed me! A normal distribution table tells me the probability (by percentile) of an item, given something called a z-score. If I have a z-score, I can look up the probability in a distribution table.
There are plenty of algorithms around to do that calculation, but I need
to do a reverse lookup. I am given a percentile, and I need to return the z-score that corresponds to that percentile. I haven't found anything that will give me that result. If anyone can direct me to code or to an algorithm, I'll be very grateful.
Thanks, Dave Veeneman
Thanks! I had found fourmilab, but then I assumed that the code would be
server-side. Guess it shows what happens when I assume...
I did find a Fortran version at http://lib.stat.cmu.edu/apstat/241. It's
from the Journal of Applied Statistics-- I may use that one, simply because
I can verify it in the journal.
Regards,
Dave Veeneman
Hey, would you be willing to share your code once you code
it up in C#? I'm trying to get together a bunch of stats
code in C#. I did a bunch in VB 6.0 for basic things
(correlation, sd, etc) and it is looking like I'll have to
convert it all.
Geoff Collier This thread has been closed and replies have been disabled. Please start a new discussion. Similar topics |
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