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

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