naginterfaces.library.specfun.cdf_​normal

naginterfaces.library.specfun.cdf_normal(x)[source]

cdf_normal returns the value of the cumulative Normal distribution function, .

For full information please refer to the NAG Library document for s15ab

https://www.nag.com/numeric/nl/nagdoc_28.5/flhtml/s/s15abf.html

Parameters
xfloat

The argument of the function.

Returns
pfloat

The value of the cumulative Normal distribution function, .

Notes

cdf_normal evaluates an approximate value for the cumulative Normal distribution function

The function is based on the fact that

and it calls erfc_real() to obtain a value of for the appropriate argument.

References

NIST Digital Library of Mathematical Functions