Cumul_normal
Definition:
/math-f9b1586d50471d73118c569d388bfcf3.png "P = cumul\_normal(x)")
evaluates the cumulative Normal distribution function
/math-63b0905678617d28c7c800f185ebf795.png "P(x)=\frac 1{\sqrt{2\pi }}\int_{-\infty }^xe^{\frac{-u^2}2}du")
The function is based on the fact that
/math-4ba4c92c371923f4fe9ff1d692a59cd0.png "P(x)=\frac 12 erfc(\frac{-x}{\sqrt{2}})")
For more information please review the s15abc function in the NAG document.
Parameters:
- x (input, double)
- The argument x of the function.
/math-83878c91171338902e0fe0fb97a8c47a.png "p")
(output, double)- The value of cumulative Normal distribution function