I've done some work on the documentation as part of adding functions to
pgbench expression. You may have a look at:
http://www.postgresql.org/message-id/alpine.DEB.2.10.1511051256500.29177@sto
[...]
CDF2(x) = PHI(2.0 * threshold * ...) / (2.0 * PHI(threshold) - 1.0)
and then the probability of "i" is
P(X=i) = CDF2(i+0.5) - CDF2(i-0.5)
I agree that defining the shifted/scaled CDF and using it afterwards looks
cleaner.
After some more thoughts, ISTM that this is not exactly a CFD because of
the truncations, so I just named it "f" to be on the safe side.
--
Fabien.
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