Added reference for calculating percentiles of standard normal.

This commit is contained in:
Paul Romano 2012-08-20 21:49:15 -04:00
parent 792eb39e89
commit de1bc838de

View file

@ -31,6 +31,9 @@ contains
real(8), parameter :: d(4) = (/ &
7.784695709041462e-3_8, 3.224671290700398e-1_8, &
2.445134137142996_8, 3.754408661907416_8 /)
! The rational approximation used here is from an unpublished work at
! http://home.online.no/~pjacklam/notes/invnorm/
if (p < p_low) then
! Rational approximation for lower region.