Normal Distribution Calculator

This function computes the distribution function of the standard normal random variable Z=N(0,1), that is Φ(x)=P(Z < x)

Enter x value: Read Φ(x) value:

This function is based upon Algorithm 5666 for the error function, from
Hart, J.F. et al, Computer Approximations, Wiley 1968
It gives the value of the normal distribution function accurate to 10-15

Questions or comments? E-mail to Nikolai Chernov.