[ https://issues.apache.org/jira/browse/MATH981?page=com.atlassian.jira.plugin.system.issuetabpanels:alltabpanel
]
Thomas Neidhart updated MATH981:

Description:
The following page outlines an algorithm (and alternative algorithms) 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.
was:
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.
> An improved algorithm for computing the inverse cumulative probability for the normal
distribution
> 
>
> Key: MATH981
> URL: https://issues.apache.org/jira/browse/MATH981
> Project: Commons Math
> Issue Type: Subtask
> Reporter: Thomas Neidhart
> Priority: Minor
>
> The following page outlines an algorithm (and alternative algorithms) 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.

This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira
