..................................................................
subroutine ndtr
purpose
computes y = p(x) = probability that the random variable u,
distributed normally(0,1), is less than or equal to x.
f(x), the ordinate of the normal density at x, is also
computed.
usage
call ndtr(x,p,d)
description of parameters
x--input scalar for which p(x) is computed.
p--output probability.
d--output density.
remarks
maximum error is 0.0000007.
subroutines and subprograms required
none
method
based on approximations in c. hastings, approximations for
digital computers, princeton univ. press, princeton, n.j.,
1955. see equation 26.2.17, handbook of mathematical
functions, abramowitz and stegun, dover publications, inc.,
new york.
.................................................................. |