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https://issues.apache.org/jira/browse/STATISTICS-52?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert updated STATISTICS-52:
-----------------------------------
Summary: High precision PDF for the Normal distribution (was: High
precision PDF for the Normal dsitribution)
> High precision PDF for the Normal distribution
> ----------------------------------------------
>
> 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
> Priority: Minor
>
> 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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