Re: truncated normal distribution

[Brian Gough <bjg at network-theory dot co dot uk>]

dupas@pge.cnrs-gif.fr writes:
 > Is there tables of the normal distribution available, calculating
 > the upper value or the mean of the tail knowing the surface of the
 > tail ? (and reciprocally) ?
 >  What is the best method to perform numerical integration of normal
 > distribution ?
 >  How to obtain the upper value knowing the tail ?

Hi, 

The specfunc directory includes the functions erf(x) and erfc(x),
which compute the area of the tail.  See the header file gsl_sf_erf.h
for details.  I'm not sure if there are any functions for finding the
upper value given the tail -- you could find the value by using one of
the root-finding algorithms to solve for the inverse.

See the integration chapter in the manual for details of numerical
integration. The routines gsl_integration_qag... will be the most useful
for working with probability distributions.

regards 
Brian Gough