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Re: Accuracy query
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: a dot beskos at lancaster dot ac dot uk
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Tue, 12 Aug 2003 11:56:08 +0100
- Subject: Re: Accuracy query
- References: <E19mFol-0004hN-00@wing1.lancs.ac.uk>
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
15 Royal Park
Bristol BS8 3AL
United Kingdom
Tel: +44 (0)117 3179309
Fax: +44 (0)117 9048108
Web: http://www.network-theory.co.uk/