Cumulative density function for standard normal distribution

First of all consider the normal distribution of the table into the program, by looking at the table, the decimal point after the three-bit value is calculated using the formula, the code is as follows

Turn from: http://my.oschina.net/jianfengz/blog/224256, thanks for sharing!

Private Static Double[] Normdist = {{0.5,0.504,0.508,0.512,0.516,0.5199,0.5239,0.5279,0.5319,0.5359}, { 0.5398,0.5438,0.5478,0.5517,0.5557,0.5596,0.5636,0.5675,0.5714,0.5753}, { 0.5793,0.5832,0.5871,0.591,0.5948,0.5987,0.6026,0.6064,0.6103,0.6141}, { 0.6179,0.6217,0.6255,0.6293,0.6331,0.6368,0.6406,0.6443,0.648,0.6517}, { 0.6554,0.6591,0.6628,0.6664,0.67,0.6736,0.6772,0.6808,0.6844,0.6879}, { 0.6915,0.695,0.6985,0.7019,0.7054,0.7088,0.7123,0.7157,0.719,0.7224}, { 0.7257,0.7291,0.7324,0.7357,0.7389,0.7422,0.7454,0.7486,0.7517,0.7549}, { 0.758,0.7611,0.7642,0.7673,0.7703,0.7734,0.7764,0.7794,0.7823,0.7852}, { 0.7881,0.791,0.7939,0.7967,0.7995,0.8023,0.8051,0.8078,0.8106,0.8133}, { 0.8159,0.8186,0.8212,0.8238,0.8264,0.8289,0.8315,0.834,0.8365,0.8389}, { 0.8413,0.8438,0.8461,0.8485,0.8508,0.8531,0.8554,0.8577,0.8599,0.8621}, { 0.8643,0.8665,0.8686,0.8708,0.8729,0.8749,0.877,0.879,0.881,0.883}, { 0.8849,0.8869,0.8888,0.8907,0.8925,0.8944,0.8962,0.898,0.8997,0.9015}, { 0.9032,0.9049,0.9066,0.9082,0.9099,0.9115,0.9131,0.9147,0.9162,0.9177}, {0.9192,0.9207,0.9222,0.9236,0.9251,0.9265,0.9278,0.9292,0.9306,0.9319}, { 0.9332,0.9345,0.9357,0.937,0.9382,0.9394,0.9406,0.9418,0.943,0.9441}, { 0.9452,0.9463,0.9474,0.9484,0.9495,0.9505,0.9515,0.9525,0.9535,0.9545}, { 0.9554,0.9564,0.9573,0.9582,0.9591,0.9599,0.9608,0.9616,0.9625,0.9633}, { 0.9641,0.9648,0.9656,0.9664,0.9671,0.9678,0.9686,0.9693,0.97,0.9706}, { 0.9713,0.9719,0.9726,0.9732,0.9738,0.9744,0.975,0.9756,0.9762,0.9767}, { 0.9772,0.9778,0.9783,0.9788,0.9793,0.9798,0.9803,0.9808,0.9812,0.9817}, { 0.9821,0.9826,0.983,0.9834,0.9838,0.9842,0.9846,0.985,0.9854,0.9857}, { 0.9861,0.9864,0.9868,0.9871,0.9874,0.9878,0.9881,0.9884,0.9887,0.989}, { 0.9893,0.9896,0.9898,0.9901,0.9904,0.9906,0.9909,0.9911,0.9913,0.9916}, { 0.9918,0.992,0.9922,0.9925,0.9927,0.9929,0.9931,0.9932,0.9934,0.9936}, { 0.9938,0.994,0.9941,0.9943,0.9945,0.9946,0.9948,0.9949,0.9951,0.9952}, { 0.9953,0.9955,0.9956,0.9957,0.9959,0.996,0.9961,0.9962,0.9963,0.9964}, { 0.9965,0.9966,0.9967,0.9968,0.9969,0.997,0.9971,0.9972,0.9973,0.9974}, {0.9974,0.9975,0.9976,0.9977,0.9977,0.9978,0.9979,0.9979,0.998,0.9981}, { 0.9981,0.9982,0.9982,0.9983,0.9984,0.9984,0.9985,0.9985,0.9986,0.9986}, { 0.9987,0.999,0.9993,0.9995,0.9997,0.9998,0.9998,0.9999,0.9999,1}, { 0.999032,0.999065,0.999096,0.999126,0.999155,0.999184,0.999211,0.999238,0.999264,0.999289}, { 0.999313,0.999336,0.999359,0.999381,0.999402,0.999423,0.999443,0.999462,0.999481,0.999499}, { 0.999517,0.999534,0.999550,0.999566,0.999581,0.999596,0.999610,0.999624,0.999638,0.999660}, { 0.999663,0.999675,0.999687,0.999698,0.999709,0.999720,0.999730,0.999740,0.999749,0.999760}, { 0.999767,0.999776,0.999784,0.999792,0.999800,0.999807,0.999815,0.999822,0.999828,0.999885}, { 0.999841,0.999847,0.999853,0.999858,0.999864,0.999869,0.999874,0.999879,0.999883,0.999880}, { 0.999892,0.999896,0.999900,0.999904,0.999908,0.999912,0.999915,0.999918,0.999922,0.999926}, { 0.999928,0.999931,0.999933,0.999936,0.999938,0.999941,0.999943,0.999946,0.999948,0.999950}, {0.999952,0.999954,0.999956,0.999958,0.999959,0.999961,0.999963,0.999964,0.999966,0.999967}, { 0.999968,0.999970,0.999971,0.999972,0.999973,0.999974,0.999975,0.999976,0.999977,0.999978}, { 0.999979,0.999980,0.999981,0.999982,0.999983,0.999983,0.999984,0.999985,0.999985,0.999986}, { 0.999987,0.999987,0.999988,0.999988,0.999989,0.999989,0.999990,0.999990,0.999991,0.999991}, { 0.999991,0.999992,0.999992,0.999930,0.999993,0.999993,0.999993,0.999994,0.999994,0.999994}, { 0.999995,0.999995,0.999995,0.999995,0.999996,0.999996,0.999996,1.000000,0.999996,0.999996}, { 0.999997,0.999997,0.999997,0.999997,0.999997,0.999997,0.999997,0.999998,0.999998,0.999998}, { 0.999998,0.999998,0.999998,0.999998,0.999998,0.999998,0.999998,0.999998,0.999999,0.999999}, { 0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999}, { 0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999,0.999999}, { 1.000000,1.000000,1.000000,1.000000,1.000000,1.000000,1.000000,1.000000,1.000000,1.000000 } }; StaticDecimalFormat format =NewDecimalFormat ("#.00");Static{Format.setroundingmode (Roundingmode.down); } Public Static DoubleNORMSDIST (Doublex) {if(x<0 | | x>4.99) {return0; }DoubleRx = x; x = double.valueof (Format.format (x));intRow = (int) (x*100)%10;intCol = (int) (X*10);DoubleRTN = Normdist[col][row];DoubleStep = 0.00001; for(Doublei = X+step; I <= Rx; I+=step) {rtn+=n_ (i) *step;}returnRtn }Private Static DoubleN_ (Doublex) {DoubleRSP = (1/math.sqrt (2*MATH.PI)) * MATH.EXP (( -1) *math.pow (x, 2)/2);returnRsp }

But the above method can only guarantee to four digits after the decimal point, for the calculation of theoretical price is not enough; back to the online search, there is a good friend with a few lines of code on it, and precision reached 7 digits after the decimal point.

 Public Static DoubleNORMSDIST (DoubleA) {Doublep = 0.2316419;DoubleB1 = 0.31938153;Doubleb2 =-0.356563782;DoubleB3 = 1.781477937;DoubleB4 =-1.821255978;DoubleB5 = 1.330274429;Doublex = Math.Abs (a);Doublet = 1/(1+p*x);Doubleval = 1-(1/(MATH.SQRT (2*MATH.PI)) * MATH.EXP ( -1*math.pow (A, 2)/2)) * (b1*t + b2 * MATH.POW (t,2) + B3*math.pow (t,3) + B4 * MATH.POW (t,4) + B5 * Math.pow (t,5));if(A < 0) {val = 1-val;}returnVal }

Cumulative density function for standard normal distribution