Alex Herbert created STATISTICS-52:
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Summary: High precision PDF for the Normal dsitribution
Key: STATISTICS-52
URL: https://issues.apache.org/jira/browse/STATISTICS-52
Project: Apache Commons Statistics
Issue Type: Improvement
Components: distribution
Affects Versions: 1.0
Reporter: Alex Herbert
The normal distribution PDF is computed using:
{code:java}
Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI)
{code}
The value {{x^2}} can be computed to extended precision. This extra information
in the round-off bits can increase the accuracy of the exponential function
(see NUMBERS-177 under the title 'Accurate scaling by exp(z*z)').
The effect of including the round-off bits on both accuracy and speed should be
investigated.
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