g01faf

g01faf © Numerical Algorithms Group, 2002.

Purpose

G01FAF Computes deviates for the standard Normal distribution

Synopsis

[fun_value,ifail] = g01faf(tail,p<,ifail>)

Description

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

Parameters

g01faf

Required Input Arguments:

tail (1)                              string
p                                     real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer