27 December 2004 02:42:14 PM


ASA241_PRB:
  Test the routines in ASA241 (C++ version).

TEST01:
  Let FX = NormalCDF ( X ).

  NORMAL_01_CDF_VALUES returns some values of ( X, FX ).

  R_NORMAL_01_CDF_INVERSE takes the value of FX, and computes an
    estimate X2, of the corresponding input argument,
    accurate to about 7 decimal places.

          X                         FX                       X2

                         0                       0.5                         0
                       0.1         0.539827837277029       0.09999996423721313
                       0.2         0.579259709439103        0.1999999582767487
                       0.3        0.6179114221889526        0.2999999225139618
                       0.4        0.6554217416103242        0.3999999761581421
                       0.5        0.6914624612740131                       0.5
                       0.6         0.725746882249927        0.5999999046325684
                       0.7         0.758036347776927        0.7000000476837158
                       0.8        0.7881446014166033        0.7999999523162842
                       0.9        0.8159398746532405        0.9000000357627869
                         1        0.8413447460685429                         1
                       1.5        0.9331927987311419         1.499999761581421
                         2        0.9772498680518208         2.000000238418579
                       2.5         0.993790334674224         2.499999284744263
                         3        0.9986501019683699         2.999992847442627
                       3.5        0.9997673709209645         3.499990940093994
                         4        0.9999683287581669         4.000158309936523

TEST02:
  Let FX = NormalCDF ( X ).

  NORMAL_01_CDF_VALUES returns some values of ( X, FX ).

  D_NORMAL_01_CDF_INVERSE takes the value of FX, and computes an
    estimate X2, of the corresponding input argument,
    accurate to about 16 decimal places.

          X                         FX                       X2

                         0                       0.5                         0
                       0.1         0.539827837277029       0.09999999999999999
                       0.2         0.579259709439103        0.1999999999999999
                       0.3        0.6179114221889526        0.2999999999999998
                       0.4        0.6554217416103242                       0.4
                       0.5        0.6914624612740131        0.4999999999999998
                       0.6         0.725746882249927        0.6000000000000016
                       0.7         0.758036347776927        0.6999999999999998
                       0.8        0.7881446014166033        0.7999999999999998
                       0.9        0.8159398746532405                       0.9
                         1        0.8413447460685429                         1
                       1.5        0.9331927987311419                       1.5
                         2        0.9772498680518208                         2
                       2.5         0.993790334674224         2.500000000000004
                         3        0.9986501019683699         2.999999999999997
                       3.5        0.9997673709209645         3.499999999999983
                         4        0.9999683287581669                         4

ASA241_PRB:
  Normal end of execution.

27 December 2004 02:42:14 PM