Evaluating the Normal Distribution
This article provides a little table-free C function that evaluates the normal distribution with absolute error less than 8 x 10 -16 . A small extension provides relative error near the limit available in double precision: 14 to 16 digits, the limits determined mainly by the computer's ability...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2004-07-01
|
| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1409 |