The probabilities are effectively zero.  

     Den 3:42 torsdag den 12. marts 2015 skrev Ryan <[email protected]>:
   
 

 'normalcdf' gives different a result than R and Python for y < -7

In J:

  load'stats'
  ([,:normalcdf) - i._10
          _9          _8          _7          _6        _5        _4  
      _3        _2      _1  0
_2.22045e_16 1.38778e_15 1.27998e_12 9.86588e_10 2.86652e_7 3.16712e_5 
0.0013499 0.0227501 0.158655 0.5

In R:

> cat(pnorm(-9:0))
1.128588e-19 6.220961e-16 1.279813e-12 9.865876e-10 2.866516e-07 
3.167124e-05 0.001349898 0.02275013 0.1586553 0.5

Does anyone know why?

thanks,
Ryan


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