[jira] [Created] (MATH-981) An improved algorithm for computing the inverse cumulative probability for the normal distribution

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[jira] [Created] (MATH-981) An improved algorithm for computing the inverse cumulative probability for the normal distribution

Walter Laan (Jira)
Thomas Neidhart created MATH-981:
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             Summary: An improved algorithm for computing the inverse cumulative probability for the normal distribution
                 Key: MATH-981
                 URL: https://issues.apache.org/jira/browse/MATH-981
             Project: Commons Math
          Issue Type: Sub-task
            Reporter: Thomas Neidhart
            Priority: Minor


The following page outlines an algorithm to compute the inverse cumulative probability for the normal distribution:

http://home.online.no/~pjacklam/notes/invnorm/

An implementation of this is also included in the referred contribution for a Monte Carlo engine.

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