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[Help-gsl] Simulating NORMINV with GSL

From: Ryan J. Parker
Subject: [Help-gsl] Simulating NORMINV with GSL
Date: Wed, 18 Jul 2007 02:37:59 -0400
User-agent: Thunderbird (Windows/20070509)


I'm attempting to simulate the results of Excel's NORMINV function using GSL.

I have no problem obtaining a specific probability when using gsl_cdf_gaussian_P, but when I then try to calculate a value based on this probability using gsl_cdf_gaussian_Pinv I don't get the results I expect.

I realize that this problem is likely due to not understanding how to properly calculate this value with GSL, so any help would be greatly appreciated.

Ryan J. Parker

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