commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Closed] (MATH-981) An improved algorithm for computing the inverse cumulative probability for the normal distribution
Date Sat, 23 Apr 2016 09:47:12 GMT

     [ https://issues.apache.org/jira/browse/MATH-981?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles closed MATH-981.
-----------------------

Resolved (as "Won't fix") already before the latest 4 releases of CM.

> 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 was sent by Atlassian JIRA
(v6.3.4#6332)

Mime
View raw message