Practitioner advice: Approximation of the cumulative density of left-sided truncated normal distribution using logistic function and its implementation in Microsoft Excel

被引:5
作者
Hamasha, Mohammad M. [1 ]
机构
[1] Prince Sultan Univ, Dept Engn Management, POB 66833, Riyadh 11586, Saudi Arabia
关键词
cumulative probability function; distribution; error function; errors analysis; logistic distribution; logistic function; mathematical approximation; normal distribution; probability function; truncated normal distribution;
D O I
10.1080/08982112.2016.1196373
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The left-sided truncated normal distribution is especially important in quality engineering where we remove the left side of the distribution, for example, due to estimation of the life of used products. Although the theoretical background of truncated normal distribution is already established, there is very little work on mathematical approximation of the probability density and the cumulative probability density functions. In this article, a high accuracy mathematical approximation of the left-sided truncated normal distribution is proposed. A full analysis of errors and recommendations for implementation using Microsoft Excel are provided at the end of this article.
引用
收藏
页码:322 / 328
页数:7
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