NormS(x) Standard Normal Cumulative Distribution Function
By definition,
NormS(x) = Integral{-infinity, x} [exp(-(t^2)/2)/SqRt(2*Pi)] dt.
It is the probability that a normal random variable with mean 0 and standard deviation 1 will be less than x.
It is computed by:
NormS(x) = NormC(x, 0, 1).
If x is not real, values are given based on this formula that are not
probabilities.
See: Normal Distribution -- From MathWorld
Return to Number Theory, Algorithms, and Real Functions
Return to Harry's Home Page
This page accessed times since May 5, 2006.
Page created by: hjsmithh@sbcglobal.net
Changes last made on Monday, 06-Aug-07 20:47:28 PDT