[Octave-bug-tracker] [bug #29543] normcdf lacks precision on the tails of the distribution

[Guido Walter Pettinari]

URL:
  <http://savannah.gnu.org/bugs/?29543>

                 Summary: normcdf lacks precision on the tails of the
distribution
                 Project: GNU Octave
            Submitted by: coccoinomane
            Submitted on: Tue 13 Apr 2010 03:06:32 PM GMT
                Category: None
                Severity: 3 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.2.3
        Operating System: Mac OS

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Details:

Hello,

results from 'normcdf' have a very low precision when given arguments that
are more than 9 standard deviations far from the mean.

Example:
>> normcdf(-8, 0, 1)
ans = 6.1062e-16
>> normcdf(-9, 0, 1)
ans =          0

but normcdf(-9) = 6.221e-16, which is far away from float and double limits
on my machine.

The same happens (i) with different combinations of mean and standard
deviation and (ii) when calculating 1 - normcdf(9, 0, 1).

On the other hand, 'normpdf' seems to work properly.

Cheers,

Guido




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