Timeline for How do I convert a uniform value in [0,1) to a standard normal (Gaussian) distribution value?
Current License: CC BY-SA 2.5
3 events
| when toggle format | what | by | license | comment | |
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| Jun 17, 2010 at 23:14 | comment | added | John D. Cook | That works, but the inverse CDF is expensive to evaluate. There are much more efficient methods. | |
| Jun 17, 2010 at 22:00 | comment | added | Nate Eldredge | And if you need to compute this, the $F_X^{-1}$ that appears there can be simply expressed in terms of the inverse error function. | |
| Jun 17, 2010 at 19:59 | history | answered | vad | CC BY-SA 2.5 |