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

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: 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
normcdf(-8) = 6.22096e-16.

Octave's result is:
normcdf(-8) = 6.1062e-16

which is quite different from the correct one.




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