Solving normcdf for sigma

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Jovita Yip 2018-4-8

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评论： Torsten 2018-4-9

Hello

I am trying to solve the following equation for sigma but keep encountering errors: normcdf(1.43,1.415,sigma)-normcdf(1.4,1.415,sigma)=0.02 The code I've entered is: syms sigma solve(normcdf(1.43,1.415,sigma)-normcdf(1.4,1.415,sigma)==0.02)

Any help would be greatly appreciated.

Thanks

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回答（1 个）

John D'Errico 2018-4-8

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The symbolic toolbox does not understand normcdf very well. But fzero will work just fine.

fun = @(sigma) normcdf(1.43,1.415,sigma)-normcdf(1.4,1.415,sigma)-0.02;
[sigma,fval] = fzero(fun,1)
sigma =
          0.59835074767517
fval =
      1.73472347597681e-17

As a test:

normcdf(1.43,1.415,sigma)-normcdf(1.4,1.415,sigma)
ans =
                      0.02

If you really, absolutely needed the utmost accuracy (why???) you could use the transformation for normcdf into erf. But that makes absolutely no sense in this context, since you have only 3 significant digits on your other numbers.