3.5.3.1.22 Prob

Definition:

The prob(x) function is the Probability Density (for a normal distribution) integrated from -x to +x.

It has the limiting values prob(0)=0, and prob(\infty )=1. Mathematically:
Prob(x)=\frac 1{\sqrt{2\pi }}\int_{-x}^{+x}e^{\frac{-t^2}2}dt

Note that prob(-x) = -prob(x), prob(x)= erf(\frac x{\sqrt{2}}) or prob(x) = 2 * Normal Distribution Function -1.

See Also:

erf

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