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  1. Commons Math
  2. MATH-167

ConvergenceException in normal CDF

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Details

    • Bug
    • Status: Closed
    • Minor
    • Resolution: Fixed
    • None
    • 1.2
    • None
    • None

    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.

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            Unassigned Unassigned
            uttumuttu Mikko Kauppila
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