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## Re: normal_inv behavior

**From**: |
Mikko Leppänen |

**Subject**: |
Re: normal_inv behavior |

**Date**: |
Tue, 8 Jul 2003 00:46:11 -0500 |

**User-agent**: |
Mutt/1.3.28i |

Hi,
On Mon, Jul 07, 2003 at 10:12:45PM -0500, Claude Gamache wrote:
>* I am getting what I think to be a bug with the function normal_inv.*
Fortunately this is not the case.
>* When you run the following lines:*
>* *
>* dist_sigma = 0.7;*
>* dist = normal_inv( dist_rand, dist_mean, dist_sigma);*
>* dist_calc_std = std(dist)*
>* *
>* I get the following results:*
>* dist_calc_std = 0.82814*
>* *
>* But the standard deviation should be very close to 0.7, not 0.82...*
>* *
>* I get the same kind of error with dist_sigma=3.5*
>* dist_calc_std = 1.8623 <---- this should be very close to 3.5...*
>* *
>* Am I doing something wrong or is this really a bug?*
It seems that you have slightly missread the documentation for
normal_inv. The third parameter of the function is the variance, not the
standard deviation. As you probably know, variance is the square of
standard deviation, so you should probably call
normal_inv( dist_rand, dist_mean, dist_sigma.^2);
And indeed, 0.82814^2 ~ 0.686, and 1.8623^2 ~ 3.47.
Hope this helps,
--
Mikko Leppänen
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**Re: normal_inv behavior**,
*Mikko Leppänen* **<=**