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May
23
awarded  Scholar
May
23
accepted Numerical precision of product of probabilities (normal CDF)
May
23
comment Numerical precision of product of probabilities (normal CDF)
Thanks - this is what I was looking for!
May
23
comment Numerical precision of product of probabilities (normal CDF)
Of course you are right, I meant zero. Thanks a lot for the log1p function!! I didn't know that it existed.
May
23
comment Numerical precision of product of probabilities (normal CDF)
Hi and thank you - I did consider taking the logarithm, however log(1-normcdf(-x)) and log(normcdf(x)) both just return 1.
May
23
comment Numerical precision of product of probabilities (normal CDF)
I'm trying to calculate the joint probability of independent events, each one of which has a high probability of occurring - well specifically I'm interested in the complement of this probability. I would be grateful for any suggestions for alternative approaches.
May
23
comment Numerical precision of product of probabilities (normal CDF)
@Arkamis sorry, I forgot the negative sign...
May
23
revised Numerical precision of product of probabilities (normal CDF)
added 13 characters in body
May
23
comment Numerical precision of product of probabilities (normal CDF)
@Arkamis the idea is that the product of the $k$ probabilities will give me $P( \cap_k \{X \le x_k\})$ which should be in the order of $1 \times 10^{-6}$
May
23
comment Numerical precision of product of probabilities (normal CDF)
@SamratMukhopadhyay The variables are normalized to zero mean and unit-variance (I updated the question)
May
23
revised Numerical precision of product of probabilities (normal CDF)
added 9 characters in body
May
23
asked Numerical precision of product of probabilities (normal CDF)
Mar
8
revised System of equations modulo primes
added 106 characters in body
Mar
8
awarded  Editor
Mar
8
revised System of equations modulo primes
added 159 characters in body
Mar
8
comment System of equations modulo primes
I already looked into the CRT but cannot manage to map it to the above problem, as it has two unknowns per equation. Thanks again!
Mar
8
awarded  Supporter
Mar
8
comment System of equations modulo primes
Thank you Ittay! So brute force is the only way to approach this? Would knowing that $a_i$ and $b_i$ are congruences of some unknown (and large) integers $a,b$ help me somehow? (i.e. $a \equiv a_i \pmod{i}$ and $b \equiv b_i \pmod{i}$
Mar
8
awarded  Student
Mar
8
asked System of equations modulo primes