Thank you for reporting!

I will fix this for the next update.

Here's the full code for the function's implementation, in case you're interested:

- Code: Select all
` "NormalQuantile": function(x) { // as per http://www.hpmuseum.org/cgi-sys/cgiwrap/hpmuseum/forum.cgi?read=182786#182786`

if (x <= 0) return +Infinity; else if (x >= 1) return -Infinity;

var z, p = Math.min(x, 1-x), s = this.sign(0.5 - x);

if (p < 0.2) { var u = -2*this.ln(p); z = Math.sqrt(-2*this.ln(p*Math.sqrt((u-1)*2*Math.PI))) + 1/(u*u); }

else { var u = (0.5-p)*Math.sqrt(2*Math.PI); z = u + (u*u*u)/6; }

var k = 3;

do {

var t = (this.NormalDistribution(0, 1, z)-p)/this.NormalPDF(0, 1, z);

z = z + t/(1 - t*z/2);

}

while (--k);

return z*s;

},

Are you sure the results for <0.5 are wrong? They seem to match the values discussed in the thread (e.g., 1.28155... for 0.1).

I'd like to look at accuracy but struggled to find an online tool that could provide quantile reference results. I tried WolframAlpha and (stock) Keisan, to no avail.

Did you, per chance, find/use one?

Thanks for the nCDF clarification. You had me wondering how you computed it...

If you have your own implementation, you know that you can add it to the Stat menu yourself on the

Definition page, right? (And you're, of course, more than welcome to share it. A Statistics downloadable folder will manifest itself sooner or later...)