请高手指教如何在matlab中计算复数的标准正态分布函数值

susanna_5433

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收藏 2010-10-25

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Matlab中只有一个normcdf（），可以计算标准正态分布函数值，但是不允许是复数！如果我要计算1-i处的标准正态分布函数值该怎么做呢？！急！望请赐教！

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epoh 查看完整内容

[free charge] http://en.wikipedia.org/wiki/Complex_normal_distribution Complex normal distribution --------- Multivariate normal distribution http://en.wikipedia.org/wiki/Multivariate_normal_distribution Cumulative distribution function Though there is no closed form for F(x), there are a number of algorithms that estimate it numerically. For example, see MVNDST under [2] (includes ...

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epoh

2010-10-25 09:46:34

[free charge]
http://en.wikipedia.org/wiki/Complex_normal_distribution
Complex normal distribution

---------
Multivariate normal distribution
http://en.wikipedia.org/wiki/Multivariate_normal_distribution

Cumulative distribution function
Though there is no closed form for F(x), there are a number of
algorithms that estimate it numerically. For example,
see MVNDST under [2] (includes FORTRAN code)
or [3] (includes MATLAB code).
http://www.math.wsu.edu/faculty/genz/software/software.html
bvnl.m