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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-981) An improved algorithm for computing the inverse cumulative probability for the normal distribution
Date Sun, 26 May 2013 20:49:19 GMT
Thomas Neidhart created MATH-981:
------------------------------------

             Summary: An improved algorithm for computing the inverse cumulative probability
for the normal distribution
                 Key: MATH-981
                 URL: https://issues.apache.org/jira/browse/MATH-981
             Project: Commons Math
          Issue Type: Sub-task
            Reporter: Thomas Neidhart
            Priority: Minor


The following page outlines an algorithm to compute the inverse cumulative probability for
the normal distribution:

http://home.online.no/~pjacklam/notes/invnorm/

An implementation of this is also included in the referred contribution for a Monte Carlo
engine.

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