Post Reply 
Cumulative Normal Distribution
08-29-2019, 09:37 AM
Post: #2
RE: Cumulative Normal Distribution
Hello Jib,

when I was young (@eric burdon) I learned, that this could only numerical solved. And if my memory is correct working, the error-function slows down very fast to zero. So when numerically integrating such a function and your upper limit is very big, the numerical integration told you: zero, because almost of the function values are zero and the distances are too big between two discrete position where a function value is calculated. So the numerical algorithm gets "blind" for such a small area different from zero.

Short story:
Try as a upper limit 10 and you get what you want.

Kind regards,
peacecalc
Find all posts by this user
Quote this message in a reply
Post Reply 


Messages In This Thread
Cumulative Normal Distribution - Jib - 08-29-2019, 09:21 AM
RE: Cumulative Normal Distribution - peacecalc - 08-29-2019 09:37 AM
RE: Cumulative Normal Distribution - Jib - 08-29-2019, 09:46 AM



User(s) browsing this thread: 1 Guest(s)