
cdfnor_p
Calculates the integral of a cumulative normal distribution function.
Prototype
function cdfnor_p ( x : numeric, mean : numeric, sd : numeric ) return_val : numeric
Arguments
xA multi-dimensional array or scalar value equal to the upper limit of integration (-infinity to +infinity) inclusive.
meanA multi-dimensional array or scalar value equal to the mean of the distribution (-infinity to +infinity). Must conform to the shape/type of x.
sdA multi-dimensional array or scalar value equal to the standard deviation of the distribution (0 to +infinity). Must conform to the shape/type of x.
Return value
A array of the same size as x. Double if any of the input arguments are double, float otherwise.
Description
Calculates the integral of a cumulative normal distribution function.
The source code is from source routine "CDFNOR" from DCDFLIB (Double precision Cumulative Distribution Function LIBrary)
See Also
Examples
Example 1
x = 1.64485 mean = 0.0 sd = 1.0 P = cdfnor_p(x,mean,sd) print("P="+P) ; P = 0.95Example 2
Let x be a multidimensional array and the mean and sd be scalars. Use conform to propagate the scalars to the shape of x.
P = cdfnor_p(x,conform(x,mean,-1),conform(x,sd,-1) )