[R] OT: P(Z <= -1.46).

[Gabor Grothendieck]

Based on integration it appears that .0721 is correct.

> integrate(function(x) exp(-x^2/2)/(2*pi)^.5, -Inf, -1.46)
0.07214504 with absolute error < 1.2e-07



On 11/25/06, rolf at math.unb.ca <rolf at math.unb.ca> wrote:
> In checking over the solutions to some homework that I had assigned I
> observed the fact that in R (version 2.4.0) pnorm(-1.46) gives
> 0.07214504.  The tables in the text book that I am using for the
> course give the probability as 0.0722.
>
> Fascinated, I scanned through 5 or 6 other text books (amongst the
> dozens of freebies from publishers that lurk on my shelf) and found
> that some agree with R (giving P(Z <= -1.46) = 0.0721) and some agree
> with the first text book, giving 0.0722.
>
> It is clearly of little-to-no practical import, but I'm curious as to
> how such a discrepancy would arise in this era.  Has anyone any
> idea?  Is there any possibility that the algorithm(s) used to
> calculate this probability is/are not accurate to 4 decimal places?
>
> Could two algorithms ``reasonably'' disagree in the 4th decimal
> place?
>                                cheers,
>
>                                        Rolf Turner
>                                        rolf at math.unb.ca
>
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