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Re: [Help-gsl] Simulating NORMINV with GSL

From: Brian Gough
Subject: Re: [Help-gsl] Simulating NORMINV with GSL
Date: Thu, 19 Jul 2007 14:55:50 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI)

At Wed, 18 Jul 2007 02:37:59 -0400,
Ryan J. Parker wrote:
>   I'm attempting to simulate the results of Excel's NORMINV function 
> using GSL.
>   I have no problem obtaining a specific probability when using 
> gsl_cdf_gaussian_P, but when I then try to calculate a value based on 
> this probability using gsl_cdf_gaussian_Pinv I don't get the results I 
> expect.

You could try posting a small example program that shows the problem.

Brian Gough

Network Theory Ltd,
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