z-score to probability and vice verse in ruby

问题

How can I convert z-score to probability using ruby?

Example:

z_score = 0
probability should be 0.5

z_score = 1.76
probability should be 0.039204

回答1:

According to this https://stackoverflow.com/a/16197404/1062711 post, here is the function that give you the p proba from the z score

def getPercent(z)
  return 0 if z < -6.5
  return 1 if z > 6.5

  factk = 1
  sum = 0
  term = 1
  k = 0

  loopStop = Math.exp(-23)
  while term.abs > loopStop do
      term = 0.3989422804 * ((-1)**k) * (z**k) / (2*k+1) / (2**k) * (z**(k+1)) /factk
      sum += term
      k += 1
      factk *= k
  end

  sum += 0.5
  1-sum
end

puts getPercent(1.76)

来源：https://stackoverflow.com/questions/31875909/z-score-to-probability-and-vice-verse-in-ruby