Message-ID: <476C5EC7.9040603@street-artists.org>
Date: 2007-12-22T00:48:07Z
From: dlakelan
Subject: Numerical precision problem
In-Reply-To: <8760D6386F7F784693F05256139A1FFB70F87A@EXCHF3.lse.ac.uk>
C.Rosa at lse.ac.uk wrote:
> Dear All,
> ....
>> (1-p)==1
>
> [1] TRUE
>
> The main problem I have is that I need to evaluate the inverse of the normal Cumulative Distribution Function near 1 (but not exactly 1) and the PC cannot recognize it.
Evaluate it at 1, evaluate the density at 1, and use basic calculus to
calculate the differential of the cumulative distribution for small
differentials away from 1.