IRID-86 NormalDistribution Class

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IRID-86 - NormalDistribution Class

Created: 21/09/2007 07:49:25

Revised: 21/10/2007 04:11:50

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Hi,
I have downloaded your code for my work, it is so amazing. But while using it I have found one bug in it. Actually the class NormalDistribution.cs has incorrect method. That method is InverseCumulativeDistribution. It is not giving the right answer to user. So I have made change it to get right answer, even I have tested it. It's working fine now.
Following is your method:

public double InverseCumulativeDistribution(double x)

{

return ((_sigma * Constants.Sqrt1_2) * Fn.ErfInverse(2.0 * x - 1.0)) + _mu;

}

According to me it is not giving the exact Inverse Cumulative Distribution of normal distribution.
The change which I have made is as follows:

public double InverseCumulativeDistribution(double x)

{

return ((_sigma * Constants.Sqrt2) * Fn.ErfInverse(2.0 * x - 1.0)) + _mu;

}
So I hope you will also test it & make the changes in your code so that it will be beneficial for other user.

Thanks,
Reval

Comments (1)	Attachments (0)	Issue Links (0)	History

Christoph Rüegg

21/10/2007 04:11:50 * CLOSING COMMENT *

Thank you very much for reporting the issue. It indeed was a code bug and is now fixed.

Resolved as Fixed at revision 288.

Issue ID

IRID-86

Type

Bug

Priority

High

Severity

Major

Visibility

Everyone

Assigned To

Christoph Rüegg

Reported By

Amit Vadje

Component

Probability Distributions

Fixed For Version

[2008.2.10.364] 2008 February (2008.2.10.364)

Affected Versions

Risk Level

High

Status

Closed

Resolution

Complete

Start Date

Due Date

Votes

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Christoph Rüegg