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John D. Cook's user avatar
John D. Cook's user avatar
John D. Cook's user avatar
John D. Cook
  • Member for 15 years, 2 months
  • Last seen more than 1 year ago
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A good book of functional analysis
This book is dense. It covers a lot in one book, but it's not something you can read quickly.
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Numerically most robust way to compute sum of products (standard deviation) in floating-point?
Your method can exhibit what numerical analysts call "catastrophic cancellation" because you're subtracting two terms that potentially agree to several figures. See an illustration of what could go wrong here: johndcook.com/blog/2008/09/26/…
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Mathematical podcasts/audio
Added a couple new podcasts
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Fit to a normal distribution
Great response in the first paragraph. Robustness is more fundamental than goodness of fit.
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Cumulative distribution function of hypergeometric distribution
Is there a particular range of parameters or arguments that you're interested in? Different results apply in different ranges.
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