|
| From: | Guido Walter Pettinari |
| Subject: | [Octave-bug-tracker] [bug #29543] normcdf lacks precision on the tails of the distribution |
| Date: | Tue, 13 Apr 2010 15:17:20 +0000 |
| User-agent: | Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10.6; en-US; rv:1.9.2.3) Gecko/20100401 Firefox/3.6.3 |
Follow-up Comment #1, bug #29543 (project octave):
I am afraid I quoted a wrong value for normcdf(-9). The correct one according
to both Mathematica & Matlab is:
normcdf(-9) = 1.12859e-19.
On the other hand, normcdf(-8) as calculated by both Mathematica & Matlab
is:
normcdf(-8) = 6.22096e-16.
Octave's result is:
normcdf(-8) = 6.1062e-16
which is quite different from the correct one.
Cheers,
Guido
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