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Full-Text Articles in Physical Sciences and Mathematics

A Logistic Approximation To The Cumulative Normal Distribution, Shannon R. Bowling, Mohammad T. Khasawneh, Sittichai Kaewkuekool, Byung R. Cho Jan 2009

A Logistic Approximation To The Cumulative Normal Distribution, Shannon R. Bowling, Mohammad T. Khasawneh, Sittichai Kaewkuekool, Byung R. Cho

Engineering Management & Systems Engineering Faculty Publications

This paper develops a logistic approximation to the cumulative normal distribution. Although the literature contains a vast collection of approximate functions for the normal distribution, they are very complicated, not very accurate, or valid for only a limited range. This paper proposes an enhanced approximate function. When comparing the proposed function to other approximations studied in the literature, it can be observed that the proposed logistic approximation has a simpler functional form and that it gives higher accuracy, with the maximum error of less than 0.00014 for the entire range. This is, to the best of the authors’ knowledge, the …


Sensitivity Analysis Framework For Large And Complex Simulation Models, Ghaith Rabadi, Shannon Bowling, Charles Keating, Resit Unal Jan 2009

Sensitivity Analysis Framework For Large And Complex Simulation Models, Ghaith Rabadi, Shannon Bowling, Charles Keating, Resit Unal

Engineering Management & Systems Engineering Faculty Publications

In this paper, a framework for conducting Sensitivity Analysis (SA) on large and complex simulation models is introduced. The framework consists of components that are designed to make the SA a systematic process that is easy to manage and follow by simulation analysts and practitioners. Unlike local SA (one-variable-at-a-time SA), the method presented here is variance-based and it is rooted in the field of Design of Experiments (DoE) where Input Variables are varied and Output Variables are measured. Based on the DoE results, a risk scoring system is developed to identify the sensitivity of the Input Variables, and as a …