Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id A35DF9711 for ; Sun, 26 May 2013 20:53:20 +0000 (UTC) Received: (qmail 5295 invoked by uid 500); 26 May 2013 20:53:20 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 5031 invoked by uid 500); 26 May 2013 20:53:20 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 5010 invoked by uid 99); 26 May 2013 20:53:20 -0000 Received: from arcas.apache.org (HELO arcas.apache.org) (140.211.11.28) by apache.org (qpsmtpd/0.29) with ESMTP; Sun, 26 May 2013 20:53:20 +0000 Date: Sun, 26 May 2013 20:53:20 +0000 (UTC) From: "Thomas Neidhart (JIRA)" To: issues@commons.apache.org Message-ID: In-Reply-To: References: Subject: [jira] [Updated] (MATH-981) An improved algorithm for computing the inverse cumulative probability for the normal distribution MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 [ https://issues.apache.org/jira/browse/MATH-981?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Thomas Neidhart updated MATH-981: --------------------------------- 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: 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 (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