Solving normcdf for sigma

4 views (last 30 days)
Jovita Yip
Jovita Yip on 8 Apr 2018
Commented: Torsten on 9 Apr 2018
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

Answers (1)

John D'Errico
John D'Errico on 8 Apr 2018
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.
  4 Comments
Jovita Yip
Jovita Yip on 9 Apr 2018
I tried switching the 0.02 to 0.98 because this would then calculate all the values within the specifications? However, it produces NaN.
Torsten
Torsten on 9 Apr 2018
I suggest that you plot the function
fun = @(sigma) normcdf(1.43,1.415,sigma)-normcdf(1.4,1.415,sigma)-0.98;
to see where its zero is approximately located.
Best wishes
Torsten.

Sign in to comment.

Categories

Find more on Mathematics in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!