[SciPy-dev] scipy.stats: sf for symmetric distributions.
Wed Sep 16 19:14:59 CDT 2009
On 16-Sep-09, at 6:40 PM, email@example.com wrote:
> Since you have multi-precision available with sage, could you check
> the precision of the normal cdf in the lower tail?
> In http://projects.scipy.org/scipy/ticket/962 there was a discussion
> about using the truncated normal in the tails. In the last comment
> there, I mentioned that it would be possible to use the lower tail if
> the precision of scipy.special in this case is high enough. But I
> wasn't able to verify how good the normal cdf really is.
> These numbers are in the range 1e-20 to 1e-80, so here precision
> really matters.
Apparently the 'mpmath' package (easy_install'able) does arbitrary
precision, and has a built-in normal cdf:
In : mpmath.functions.ncdf(-10.2)
In : mpmath.functions.ncdf(-20)
In : mpmath.functions.npdf(-20.2) / mpmath.functions.ncdf(-20)
Looks pretty good to me.
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