normcdf

 

Description

Normal (Gaussian) cdf

Syntax

double normcdf( const double dX, int iTail = TAILED_TEST_LOWER, int * nFail = NULL )

Parameters

dX
[input] value of the standard Normal variate .
iTail
[input]
1( TAILED_TEST_UPPER )for upper tail,
2 ( TAILED_TEST_LOWER) for lower tail.
3( TAILED_TEST_TWO_SIGN_IF), the two tail (significance level) probability is returned,
4( TAILED_TEST_TWO_CONFID), the two tail (confidence interval) probability is returned
nFail
[output] on successful exit, it returns the NAG error code NE_NOERROR; if an error or warning has been detected, then it returns the specific error or warning code.

Return

Returns standardized normal cumulative distribution function

Examples

EX1

void normcdf_ex1()
{
        double dX[]= {0.25, 0.5, 0.75};
        for(int ii = 0; ii<3; ii++)
                printf("%f:    %f\n", dX[ii], normcdf(dX[ii]));
}

Remark

See Also

header to Include

origin.h

Reference