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[MUG] Re: solving numerically
| [MUG] Re: solving numerically |
|
Author: Robert Israel
Posted: Tue, 15 Oct 2002 10:47:04 -0700
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>> From: Robert Israel "israel"
Your function F is very close to a step function, and Maple has
trouble solving it numerically if you don't give it a clue where
to look. If delta > 0, sigma > 0 and 0.00004 < alpha < 0.99996,
try replacing your evalf(solve(F(C)=alpha,C)) with
fsolve(F(C)=alpha, C = delta - 4*sigma .. delta + 4*sigma)
Robert Israel "israel"
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia
Vancouver, BC, Canada V6T 1Z2
On Tue, 15 Oct 2002, Ori Davidov wrote:
> Hi,
>
> I am trying to solve the following equation:
>
>
> findC:=proc(alpha,n,delta,sigma)
> local F;
> F:=stats[statevalf,cdf,normald](n^(1/2)*(C-delta)/sigma)-stats[statevalf,cdf,normald](n^(1/2)*(-C-delta)/sigma);
> F:=unapply(F,C);
> evalf(solve(F(C)=alpha,C));
> end;
>
> I fix alpha=.05,n=1,delta=1. If sigma is small I get
>
> z:=MyC(.05,1,1,.01);
>
> z := RootOf(20 stats[statevalf, cdf, normald](100 _Z - 100) - 20 stats[statevalf, cdf, normald](-100 _Z - 100) - 1)
>
> and I canot get a numerical value. What can I do?
>
> Thanks much for your help
>
> Ori
>
>
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