Brian Dunning's FileMaker Custom Functions

_Normsdist ( z )

FileMaker implementation of NORMSDIST Excel function

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Mislav Kos   Mislav Kos - Show more from this author
Soliant Consulting
https://www.soliantconsulting.com/

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  Sample input:
_Normsdist ( 5 )
_Normsdist ( 4 )
_Normsdist ( 3 )
_Normsdist ( 2 )
_Normsdist ( 1 )
_Normsdist ( 0.9 )
_Normsdist ( 0.7 )
_Normsdist ( 0.3 )
_Normsdist ( 0 )
_Normsdist ( -0.5 )
_Normsdist ( -1 )
_Normsdist ( -2 )
_Normsdist ( -3 )
_Normsdist ( -4 )
_Normsdist ( -5 )
  Sample output:
0.999999713
0.999968314
0.998650033
0.977249938
0.841344741
0.815939909
0.758036422
0.617911358
0.500000001
0.308537532
0.158655259
0.022750062
0.001349967
3.17E-05
2.87E-07

Compare to Excel:
0.999999713
0.999968329
0.998650102
0.977249868
0.841344746
0.815939875
0.758036348
0.617911422
0.500000000
0.308537539
0.158655254
0.022750132
0.001349898
3.17E-05
2.87E-07

  Function definition: (Copy & paste into FileMaker's Edit Custom Function window)

PURPOSE:
To provide a near equivalent of the NORMSDIST Excel function.

RESULT:
The probability that the observed value of a standard normal random variable will be less than or equal to parameter z.

NOTES:
This custom function is a FileMaker implementation of the NORMSDIST function in Excel.
Caution: This custom function is ONLY AN APPROXIMATION of the Excel function;
i.e. it will calculate an approximate answer rather than the exact answer.
(Note: The same is true of the Excel function.)
The results are accurate to several decimal places, which is typically sufficient for most uses.

Also see the custom function _Normdist ( z ; mu ; sigma ).

The difference between NORMDIST and NORMSDIST:
- NORMSDIST applies to standard normal distribution.
- NORMDIST applies to any normal distribution.
- A standard normal distribution has a mean of 0 and a standard deviation of 1.

The calculation was adapted from http://www.wilmott.com/messageview.cfm?catid=8&threadid=78622.

Here are some notes on the NORMSDIST Excel function from http://support.microsoft.com/kb/827369:
- NORMSDIST(z) returns the probability that the observed value of a standard normal random variable will be less than or equal to z.
- A standard normal random variable has mean 0 and standard deviation 1 (and also variance 1 because variance = standard deviation squared).

 

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