Gaussian.java in programe

Gaussian.java

public class Gaussian

{

              public static double phi(double x)

                {

        return Math.exp(-x*x / 2) / Math.sqrt(2 * Math.PI);

    }

    public static double phi(double x, double mu, double sigma)

    {

        return phi((x - mu) / sigma) / sigma;

    }

    public static double Phi(double z)

    {

        if (z < -8.0) return 0.0;

        if (z >  8.0) return 1.0;

        double sum = 0.0, term = z;

        for (int i = 3; sum + term != sum; i += 2)

       {

            sum  = sum + term;

            term = term * z * z / i;

        }

        return 0.5 + sum * phi(z);

    }

    public static double Phi(double z, double mu, double sigma)

    {

        return Phi((z - mu) / sigma);

    }

    public static double PhiInverse(double y)

   {

        return PhiInverse(y, .00000001, -8, 8);

    }

    private static double PhiInverse(double y, double delta, double lo, double hi)

   {

        double mid = lo + (hi - lo) / 2;

        if (hi - lo < delta) return mid;

        if (Phi(mid) > y) return PhiInverse(y, delta, lo, mid);

        else              return PhiInverse(y, delta, mid, hi);

    }

                public static void main(String[] args)

     {

        double z     = Double.parseDouble(args[0]);

        double mu    = Double.parseDouble(args[1]);

        double sigma = Double.parseDouble(args[2]);

        StdOut.println(Phi(z, mu, sigma));

        double y = Phi(z);

        StdOut.println(PhiInverse(y));

    }

}