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 Author Comment/Response Randy Silvers 03/13/07 01:11am I've run into a bit of an oddity and I'm not sure of the cause though the repair is easy. I have a function which requires in the denominator the product: ndcdf[beta*x] * (1 - ndcdf[beta*x]) where ndcdf is the CDF of the Standard Normal distribution. The computed value is fine except when beta*x is large and positive. For values exceeding about 8.5, the result is ComplexInfinity. When beta*x is large in magnitude but negative, the result is positive and exceedingly large, as it should be. This contrasts with the value of ComplexInfiinty, when beta*x is large and positive. The fix is clearly to use: ndcdf[-Abs[beta*x]] * (1 - ndcdf[-Abs[beta*x]]) But, why is the kernel producing Complex Infinity here? The function is symmetric about x=0, so it should be the same for positive or negative, and should not vanish. For example: lst=Table[i,{i,12}]; llst=Join[-1*Reverse[lst],{0},lst] then Map[1/(ndcdf[#](1-ndcdf[#]))&,llst] shows the symmetry for for integer values 8 or less, but ComplexInfinity for values greater than 8 and positive. URL: sirandol@deakin.edu.au,

 Thread 'Normal Distribution CDF' is now CLOSED Author Date Posted Normal Distribution CDF Randy Silvers 03/13/07 01:11am Re: Normal Distribution CDF yehuda ben-s... 03/13/07 10:45am Re: Re: Normal Distribution CDF Randy Silvers 03/14/07 08:02am Re: Normal Distribution CDF yehuda ben-s... 03/15/07 11:36am Re: Normal Distribution CDF yehuda ben-s... 03/15/07 11:48am Re: Re: Normal Distribution CDF Randy Silvers 03/31/07 00:02am
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