Cumulative Normal Distribution

[Albert Chan]

(08-29-2019 06:56 PM)Wes Loewer Wrote:  The hp prime's syntax is:

NORMALD_CDF([μ, σ,] x, [x2])

So on the Prime you could use NORMALD_CDF(0,1,-1.5, 9e99), or just NORMALD_CDF(-1.5, 9e99).

If you wanted 1-sided CDF, it is faster just do NORMALD_CDF(1.5)

Result more accurate too, since it does not involve subtraction of 2 CDF's
Example: CDF(Z>6)

XCas> normal_cdf(6, 9e99) → 9.8658 77004e-10, error = +554 ULP
XCas> normal_cdf(-6)         → 9.8658 76449e-10, error = -1 ULP