naginterfaces.library.specfun.compcdf_​normal

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

compcdf_normal returns the value of the complement of the cumulative Normal distribution function, .

For full information please refer to the NAG Library document for s15ac

https://www.nag.com/numeric/nl/nagdoc_28.5/flhtml/s/s15acf.html

Parameters
xfloat

The argument of the function.

Returns
qfloat

The value of the complement of the cumulative Normal distribution function, .

Notes

compcdf_normal evaluates an approximate value for the complement of the cumulative Normal distribution function

The function is based on the fact that

and it calls erfc_real() to obtain the necessary value of , the complementary error function.

References

NIST Digital Library of Mathematical Functions