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正态分布函数计算的建议及其反函数的非迭代算法 被引量:4

A Proposal for Computing Normal Distribution Function and a Non-Iterative Method of Its Inverse Function
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摘要 正态分布函数与其反函数是结构可靠度分析中的关键函数.它们的算法不仅决定着计算成果的质量也决定着计算量的增减.本文通过比较论证,提出在一般结构可靠度分析中,在保证足够精度的前提下,正态分布函数连分数算法中的两个分界值B和K的取值可以放宽,并建议在微机上使用新的分界值以减少计算量.文中还提出一种计算正态分布反函数的非迭代算法.这个算法简单,数值精度高,易于编程.文中提出的方法适合于结构可靠度分析、正态分布函数及正态分布反函数的计算. Normal distribution function φ (x) and its inverse one φ^(-1) (x) are key functions in structural reliability analysis. The algorithms of them do not only determine the load of computing work but also the quality of results. Through computation and comparison, on the premise of sufficient precision in the algorithms of continued fractions of φ (x), a proposal is put forward for the sake of reducing work load in general strutral reliability analysis. Suitable values of B and K for solving φ (x) are given. Fiually, a non-iterative method for computing φ^(-1) (x) is presented. The algorithms proposed in this paper are simple, convenient and easy to be programmed. The results presented in the paper are suitable for structural reliability analysis and computation of the values of normal distribution function and its inverse one.
作者 郑铎 吴世伟
出处 《河海大学学报(自然科学版)》 CAS CSCD 1993年第2期61-64,共4页 Journal of Hohai University(Natural Sciences)
关键词 反函数 结构 可靠度 正态分布函数 normal distribution function inverse function of normal distribution Pade approximation continued fraction structural reliability
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