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BGonline.org Forums
A better approch?
Posted By: MaX In Response To: A better approch? (Timothy Chow)
Date: Tuesday, 3 November 2009, at 8:18 a.m.
Tim said: Depending on what you mean by "closed form," there's no closed form for the area under a Gaussian curve either. True, I formulated poorly. I just wanted to be sure Xavier didn't do some naive error in computing the numbers (and he didn't). Conditional probabilities may be tricky.
For a developper, closed form translates into "any math formula I can compute the result of by simply calling std library math functions, without additional coding". erf is availably in most languages. Multi-dimensional integrals are not.
MaX.
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