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Accuracy query
- From: a dot beskos at lancaster dot ac dot uk
- To: gsl-discuss at sources dot redhat dot com
- Date: Mon, 11 Aug 2003 17:46:47 +0100
- Subject: Accuracy query
Dear Madam, Sir
my name is Alexandros Beskos, I'm doing a PhD in the department of mathematics and statistics in Lancaster. My query has to do with the accuracy of the values for the cumulative distribution function (cdf) of a standard normal distribution and its inverse.
First of all I haven't managed to find a function fot the reverse cdf.
Then for the cdf, is the gsl_sf_erf_Q precise, and in how many decimal digits ?? For, if for example, it is 15-digit accurate, then the outcome gsl_sf_erf_Q(20) will not be precise.
Thank you a lot for your time.