Your answer presumes that the OP has Excel 2003. For earlier versions, the
lower tail of NORMSDIST is not accurate this far out. In versions prior to
2003, use
=CHIDIST(x^2,1)/2
instead of either 1-NORMSDIST(x) or NORMSDIST(-x) for x1.5.
Alternately, use cdf_normal(-x) from Ian's excellent VBA library
http://members.aol.com/iandjmsmith/Examples.xls
Jerry
" wrote:
crapatmath wrote:
Hi All,
Why is
1-NORMSDIST(7.8) = 3.10862e-15
while
1-NORMSDIST(7.9) = 0
Is there a limit to how far out the Gaussian PDF curve you can go before
Excel rounds to zero?
Thanks
Barry
If it can be avoided, it is a bad idea to calculate 1-val where val is
close to 1. It is guaranteed to lead to serious cancellation errors
eventually, as in the examples you give.
If you use NORMSDIST(-7.8) = 3.09536E-15 and NORMSDIST(-7.9) =
1.39452E-15 you get accurate answers.
Ian Smith