Oliver Maag

This C++ code implements the normdist function as follows: NORMDIST(x,mean,standard_dev, 1)

The help of Excel only shows the formula for  the implementation of: NORMDIST(x,mean,standard_dev, 0)

Many thanks to Hans Benz from COMIT who helped me a lot with the transformation from Excel to C++.

The function is available in the following languages:

• C++
• Java
• ColdFusion (Created by Rob Ingram)

C++

static double normdist(double x, double mean, double standard_dev)
{
    double res;
    double x=(x - mean) / standard_dev;
    if (x == 0)
    {
        res=0.5;
    }
    else
    {
        double oor2pi = 1/(sqrt(double(2) * 3.14159265358979323846));
        double t = 1 / (double(1) + 0.2316419 * fabs(x));
        t *= oor2pi * exp(-0.5 * x * x) 
             * (0.31938153   + t 
             * (-0.356563782 + t
             * (1.781477937  + t 
             * (-1.821255978 + t * 1.330274429))));
        if (x >= 0)
        {
            res = double(1) - t;
        }
        else
        {
            res = t;
        }
    }
    return res;
}

Java

private double normDist(double X,
                        double mean,
                        double sigma)
{
    // Berechnungsformel wurde von Hans Benz COMIT AG ermittelt
    double res = 0;

    final double x = (X - mean) / sigma;

    if (x == 0)
    {
        res = 0.5;
    }
    else
    {
        final double oor2pi = 1 / (Math.sqrt(2 * 3.14159265358979323846));
        double t = 1 / (1 + 0.2316419 * Math.abs(x));
        t *= oor2pi * Math.exp(-0.5 * x * x) *
            (0.31938153 + t * (-0.356563782 + t *
            (1.781477937 + t * (-1.821255978 + t * 1.330274429))));

        if (x >= 0)
        {
            res = 1 - t;
        }
        else
        {
            res = t;
        }
    }
    return res;
}

Please send your comments to Oliver Maag
This page was last modified on 25.03.2009