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Student Support Forum: 'inverse of cdf of standard normal distribution' topicStudent Support Forum > General > Archives > "inverse of cdf of standard normal distribution"

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Author Comment/Response
yehuda
 01/07/13 09:15am

Compilation will not help here
Try using InverseERF which is a built in function with (a rather) efficient implementation

Timing[multiinverse[x];]
is
{117.892449, Null}
while
Timing[InverseErf[x];]
returns
{107.882183, Null}

for 2^20 computations

yehuda

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Subject (listing for 'inverse of cdf of standard normal distribution')
Author Date Posted
inverse of cdf of standard normal distribution mario 01/03/13 07:53am
Re: inverse of cdf of standard normal distribut... yehuda 01/07/13 09:15am
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