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

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