At 1:07 AM +0100 11/24/99, Camilo La Rota wrote:
>Hi,
>
>I am trying to find a good way to calculate quantiles from the normal
>distribution, an algorithm that can be
>implemented efficiently in C.
>
>I have read some statistics books and I find a good aproximation formula
>to calculate
>values of the CDF function, but not of its inverse...
>
>Thank you for your help,
>
>
>Camilo
>
>e-mail: [EMAIL PROTECTED]
See ftp://odin.mdacc.tmc.edu/pub/source for source code in Fortran 77
or ANSI C.
For the theory , see Johnson, Kotz, Balakrishnan, Continuous Univariate
Distributions, Volume 1, Second edition, Chapter 13.
===
Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554
phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED]
http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/
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