bug-gsl
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Bug-gsl] CDF documentation bug


From: Jussi Piitulainen
Subject: [Bug-gsl] CDF documentation bug
Date: 28 Jan 2004 18:41:46 +0200
User-agent: Gnus/5.09 (Gnus v5.9.0) Emacs/21.2

Dear bug,

I think a formula in an info node for gsl-1.4 is not quite right. The
text of the node is cut and pasted below, with the formula for "CDF
for the upper tail" marked with asterisks.

It says         P(x) = \int_{x}^{-\infty}
but should say  Q(x) = \int_{x}^{+\infty}, I think.

(Also, the word "value" is missing in the description of Q. It says
"taking a greater than x".)

The info node follows.

File: gsl-ref.info, Node: Random Number Distribution Introduction,
Next: The Gaussian Distribution, Up: Random Number Distributions

Introduction
============

Continuous random number distributions are defined by a probability
density function, p(x), such that the probability of x occurring in the
infinitesimal range x to x+dx is p dx.

   The cumulative distribution function for the lower tail is defined
by,
     P(x) = \int_{-\infty}^{x} dx' p(x')

and gives the probability of a variate taking a value less than x.

   The cumulative distribution function for the upper tail is defined
by,
**** P(x) = \int_{x}^{-\infty} dx' p(x') ****

and gives the probability of a variate taking a greater than x.  The
upper and lower cumulative distribution functions are related by P(x) +
Q(x) = 1 and satisfy 0 <= P(x) <= 1, 0 <= Q(x) <= 1.

   The inverse cumulative distributions, x=P^{-1}(P) and x=Q^{-1}(Q)
give the values of x which correspond to a specific value of P or Q.
They can be used to find confidence limits from probability values.




reply via email to

[Prev in Thread] Current Thread [Next in Thread]