Cumul_normal_complem

Definition:

Q = cumul\_normal\_complem(x) evaluates an approximate value for the complement of the cumulative normal distribution function

Q(x)=\frac 1{\sqrt{2\pi }}\int_x^\infty e^{\frac{-u^2}2}du

The function is based on the fact that

Q(x)=\frac 12 erfc(\frac{x}{\sqrt{2}})

For more information please review the s15acc function in the NAG document.

Parameters:

x (input, double)
The argument x of the function.
Q (output, double)
Approximate value of the complement of the cumulative normal distribution function.
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