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Re: st: invnormal calculation method
From
David Hoaglin <[email protected]>
To
[email protected]
Subject
Re: st: invnormal calculation method
Date
Tue, 17 Sep 2013 22:48:05 -0400
David,
Values of functions such as the quantile function and cumulative
distribution function of the standard normal distribution are usually
calculated from rational-function approximations. The PDF
documentation apparently does not give the particular approximations.
David Hoaglin
On Tue, Sep 10, 2013 at 2:48 AM, David Rivenbark
<[email protected]> wrote:
> Can someone refer me to the documentation that describes the method
> Stata uses to calculate standard random normal variates when using the
> command invnorm(p)?
>
> Thanks,
> David
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