[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 14:56:18 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  |  
-------------------------------------+--------------------------------------

Comment(by pv):

 You can see from the asymptotic formula that for log(erfc(z)) the error is
 of order 1/z^2, you can check this for instance numerically (we did).
 There's a mistake in Eq. (4) in your notes: the error inside the braces is
 O[x^-1] and not O[x^-1 exp(-x^2)].

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Ticket URL: <http://projects.scipy.org/scipy/ticket/1614#comment:15>
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