Java implementation of the normal distribution function (commons-math-3.3)

1. The calculation process is: Extract the report raw data--> Calculate the financial ratio value by the above formula--> Group the ratio value according to the grouping rules above--> Assign corresponding values to each group--> based on each variable grouping assignment and weight, calculate the quantitative model score S1 by Formula (the formula is as follows)

which

The above-mentioned calculus formula is a normal distribution and is the standard normal distribution of the integral formula, currently Apache Commons-math-3.3.jar package has implemented the calculation method of this formula, jar package please see the attachment!

The above Calculus Formula implementation code:

Normaldistribution normaldistributioin = new Normaldistribution (0,1);

Double S1 = normaldistributioin.cumulativeprobability (constant item + variable 1 assignment x variable 1 coefficient +...+ variable n assignment x variable n coefficient);

The value of S1 represents the probability, which ranges between 0~1.

cumulativeprobability ---correspondence EXCEL normsdist ( normal distribution function )
inversecumulativeprobabilitycorresponding EXCEL MORMSINV (Normal distribution inverse function)

Java implementation of the normal distribution function (commons-math-3.3)