From mboxrd@z Thu Jan  1 00:00:00 1970
From: Brian Gough <bjg@network-theory.co.uk>
To: "Varghese John" <vjohn111@hotmail.com>
Cc: gsl-discuss@sources.redhat.com
Subject: Re: gsl-chisquare cumulative density function 
Date: Wed, 19 Dec 2001 13:20:00 -0000
Message-id: <15283.16881.56127.754952@debian>
References: <F188NuhsZnOXOweys1S0000b058@hotmail.com>
X-SW-Source: 2001/msg00531.html

Varghese John writes:
 > 
 > Hi,
 > Not sure if this will be of help, but here are three solutions.
 > 
 > 1)the Normal CDF is nothing but
 > the error function upto normalisation.
 > So you can use the gsl Error function : gsl_sf_erfc.
 > 
 > 2) Use a simple rational approx.
 > 
 > 3)Use the numerical Integration.

Right, ideally I would like to see a separate cdf/ directory with
functions for direct computation of both P(x')=integ(p(x),-inf,x') and
Q(x)=1-P(x) to full precision.  A lot of the cases are already
available in specfunc.