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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


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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