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RE: About normcdf() function integration method


From: Montgomery-Smith, Stephen
Subject: RE: About normcdf() function integration method
Date: Mon, 16 Oct 2017 13:51:04 +0000

It probably uses the built in erf function that comes with the C math library.  
Those are usually computed using quite involved techniques (series or rational 
function approximations that depend upon which range x falls into).


________________________________________
From: Octave-maintainers address@hidden on behalf of José Luis García Pallero 
address@hidden
Sent: Monday, October 16, 2017 8:23 AM
To: Octave Maintainers; Octave Maintainers List
Subject: About normcdf() function integration method

Hello:

I'm teaching this semester some maths and I'll explain numerical
integration methods. In one exercise the students must write a script
in order to compute areas below the normal distribution curve and then
use the normcdf() function to check the results and the theoretical
error level for the Simpson and the trapezoidal methods.

My question is, which method for numerical integration uses Octave in
normcdf()? If uses the trapezoidal or Simpson method, what is the
level of discretization?

Thanks

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