累積分布関数を計算するための関数及びテスト用のコード。

NormDistTest.java

package info.pandanote.normdist;

public class NormDistTest {
		
	public double normDist(double x) {
		if (x == 0.0) {
			return 0.5;
		}
		double ax = x;
		double deltaax = x;
		int k = 0;
		while (Math.abs(deltaax/ax) > 1e-12) {
			deltaax *= x*x*((double)(-(2*k+1)))/(2*k+3)/(2*k+2);
			//System.out.println("deltaax="+deltaax);
			ax += deltaax;
			//System.out.println("ax="+ax);
			k++;
		}
		//System.out.println("k="+k);
		return ax/Math.sqrt(2.0*Math.PI)+0.5;
	}

	public static void main(String[] args) {
		NormDistTest ndt = new NormDistTest();
		double x = 0.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = 1.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = 2.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = 3.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = 4.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = -1.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = -2.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = -3.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
		x = -4.0;
		System.out.println("f("+x+")="+ndt.normDist(x));
	}
}