CHIINV error

[Amy Bass]

Hi - According to the Excel Help info, the CHIINV function should work with
degrees of freedom up to 10^10, but I get a #NUM error whenever the value is
greater than 1037. Example: CHIINV(0.95,1038) gives a #NUM error, as does
any other degrees of freedom value of 1038 or more. Can anyone help me with
this? (Am I doing something wrong?, or Is there a way to work around this
problem?) Thank you - Amy

 

[Jerry W. Lewis]

I presume that for df>10^10 Excel's code has a branch that explictly
returns an error. As you have discovered, even though the algorithm
tries to work, it overflows for much smaller df. Actually, there are
alternative formulas that improve as df increases, and achieve machine
accuracy long before df=10^10; see harlan's post and
http://www.library.adelaide.edu.au/digitised/fisher/281.pdf
for details.

Jerry