[MATH-167] ConvergenceException in normal CDF

• Type: Bug
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Fix Version/s: 1.2
• Assignee: Unassigned
• Reporter: Mikko Kauppila
• Created: 28/Jun/07 14:50
• Updated: 23/Apr/09 02:26
• Resolved: 19/Nov/07 01:18

Description

NormalDistributionImpl::cumulativeProbability(double x) throws ConvergenceException
if x deviates too much from the mean. For example, when x=+/-100, mean=0, sd=1.
Of course the value of the CDF is hard to evaluate in these cases,
but effectively it should be either zero or one.