[Scipy-tickets] [SciPy] #1614: logcdf function of normal distribution (scipy.stats) can not handle a wide enough range of values

SciPy Trac scipy-tickets@scipy....
Sun Apr 1 14:26:57 CDT 2012


#1614: logcdf function of normal distribution (scipy.stats) can not handle a wide
enough range of values
-------------------------------------+--------------------------------------
 Reporter:  andrewschein             |       Owner:  somebody    
     Type:  defect                   |      Status:  needs_review
 Priority:  normal                   |   Milestone:  0.11.0      
Component:  scipy.stats              |     Version:  devel       
 Keywords:  normal distribution cdf  |  
-------------------------------------+--------------------------------------
Changes (by andrewschein):

  * status:  needs_work => needs_review


Comment:

 The wikipedia page I worked off claims a much faster convergence rate than
 eye-balling the Taylor expansion would suggest, and outlines how a proof
 by induction is constructed to support that view.

 http://en.wikipedia.org/wiki/Error_function

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1614#comment:13>
SciPy <http://www.scipy.org>
SciPy is open-source software for mathematics, science, and engineering.


More information about the Scipy-tickets mailing list