Accuracy query

Accuracy query

[a.beskos]

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.

Re: Accuracy query

[Brian Gough]

a.beskos@lancaster.ac.uk writes:
 > 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.

See the Special functions chapter in the manual for information on how
to get the error estimates from those functions.

-- 
Brian Gough

Network Theory Ltd            
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RE: Accuracy query

[keith.briggs]

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.