g01eaf

g01eaf © Numerical Algorithms Group, 2002.

Purpose

G01EAF Computes probabilities for the standard Normal distribution

Synopsis

[fun_value,ifail] = g01eaf(tail,x<,ifail>)

Description

 
 The lower tail probability for the standard Normal distribution, 
 P(X<=x) is defined by:
 
                                x     
                                /     
                       P(X<=x)= |     Z(X)dX
                                /     
                                -infty
 
 where
 
                               2  
                        1    -X /2
               Z(X)= -------e      , -infty<X<infty.
                       _____      
                     \/2(pi)      
 

Parameters

g01eaf

Required Input Arguments:

tail (1)                              string
x                                     real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer