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RE: Accuracy query
- From: keith dot briggs at bt dot com
- To: a dot beskos at lancaster dot ac dot uk, gsl-discuss at sources dot redhat dot com
- Date: Tue, 12 Aug 2003 10:27:43 +0100
- Subject: RE: Accuracy query
See: http://front.math.ucdavis.edu/math.CA/0306264
The inverse of the cumulative standard normal probability function
Keith
Dr. Keith M. Briggs
Senior Mathematician, Complexity Research, BT Exact
http://research.btexact.com/teralab/keithbriggs.html
(or http://members.lycos.co.uk/keithmbriggs/keithbriggs.html)
phone: +44(0)1473 work: 641 911 home: 610 517 fax: 642 161
mail: Keith Briggs, Polaris 134, Adastral Park, Martlesham, Suffolk
IP5 3RE, UK
-----Original Message-----
From: a.beskos@lancaster.ac.uk [mailto:a.beskos@lancaster.ac.uk]
Sent: 11 August 2003 17:47
To: gsl-discuss@sources.redhat.com
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.