Difference between revisions of "CumNormal"

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[[category:Analytic Distribution Functions]]
 
[[category:Analytic Distribution Functions]]
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= CumNormal(X,mean,stddev) =
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Returns the cumulative probability
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p = Pr[x &le; X]
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for a [[Normal|normal distribution]] with a given mean and standard deviation.  Mean and stddev are optional and default to ''Mean = 0'', ''stddev = 1''.
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CumNormal(1) - CumNormal( -1 ) → .683
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i.e., 68.3% of the area under a normal distribution is contained
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within one standard deviation of the mean.
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= Library =
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Advanced math
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= See Also =
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* [[CumNormalInv]] -- the inverse cumulative density
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* [[Normal]] -- The normal distribution
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* [[Erf]] -- The closely related error function

Revision as of 21:21, 10 July 2007


CumNormal(X,mean,stddev)

Returns the cumulative probability 

p = Pr[x ≤ X]

for a normal distribution with a given mean and standard deviation. Mean and stddev are optional and default to Mean = 0, stddev = 1. 

CumNormal(1) - CumNormal( -1 ) → .683

i.e., 68.3% of the area under a normal distribution is contained within one standard deviation of the mean.

Library

Advanced math

See Also

  • CumNormalInv -- the inverse cumulative density
  • Normal -- The normal distribution
  • Erf -- The closely related error function
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