Thomas Neidhart created MATH-981:
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Summary: An improved algorithm for computing the inverse
cumulative probability for the normal distribution
Key: MATH-981
URL: https://issues.apache.org/jira/browse/MATH-981
Project: Commons Math
Issue Type: Sub-task
Reporter: Thomas Neidhart
Priority: Minor
The following page outlines an algorithm to compute the inverse cumulative
probability for the normal distribution:
http://home.online.no/~pjacklam/notes/invnorm/
An implementation of this is also included in the referred contribution for a
Monte Carlo engine.
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