Hello,

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.

Thanks,
Ryan J. Parker


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