CumNormal

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
• Sigmoid(x) -- Another sigmoidal-shaped function