摘要
本文介绍了正态分布的理论以及正态分布的研究现状。利用分部积分法和变步长Gauss-Legendre积分规则,对积分区域进行划分,建立了标准正态分布的高精度算法。Gauss-Legendre积分公式在数值积分计算时具有较高的效率;分部积分是一种新的计算正态分布方法。最后通过理论及数值试验证明该算法的绝对误差界为0.5×10-16。
This paper firstly describes the theory of normal distribution of knowledge and the current research status.Given the method of integration by parts and the rule of Gauss-Legendre integration,and then makes a division of in-tegral area.A high precision algorithm for the standard normal distribution is presented.Given high efficiency in numeri-cal calculation,integration by parts is a new method.Finally,numerical experiment proves that the absolute error less than 0.5×10-16
出处
《长春理工大学学报（自然科学版）》
2011年第3期179-181,共3页
Journal of Changchun University of Science and Technology(Natural Science Edition)
