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NormalDistribution limitation
http://forum.alglib.net/viewtopic.php?f=2&t=325
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Author:  Julli [ Thu Mar 24, 2011 8:13 pm ]
Post subject:  NormalDistribution limitation

Hello!

I have a question about limitation of NormalDistribution function from the lglib-3.3.0.cpp package.

In my program I ought to calculate probability of large normal distributed values (Z is about 10-20). I tried to do it used NormalDistribution function, but P-value becomes 0 with Z ~ 5.

Could the probability be calculated for values of Z greater than 5?


Thank you very much for your help.

-
Julia

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