Enterprise Risk Management Formula Book
Appendix A.7(a): Probability
Distributions: Standard (i.e. unit) normal distribution: Cumulative
distribution function (1)
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The table below tabulates the cumulative distribution
function of the unit normal distribution, i.e.
for values of 
from
0.00 to 1.00:
|
|
|
|
|
|
|
|
|
|
|
|
0.00
|
0.50000
|
0.20
|
0.57926
|
0.40
|
0.65542
|
0.60
|
0.72575
|
0.80
|
0.78814
|
|
0.01
|
0.50399
|
0.21
|
0.58317
|
0.41
|
0.65910
|
0.61
|
0.72907
|
0.81
|
0.79103
|
|
0.02
|
0.50798
|
0.22
|
0.58706
|
0.42
|
0.66276
|
0.62
|
0.73237
|
0.82
|
0.79389
|
|
0.03
|
0.51197
|
0.23
|
0.59095
|
0.43
|
0.66640
|
0.63
|
0.73565
|
0.83
|
0.79673
|
|
0.04
|
0.51595
|
0.24
|
0.59483
|
0.44
|
0.67003
|
0.64
|
0.73891
|
0.84
|
0.79955
|
|
|
|
|
|
|
|
|
|
|
|
|
0.05
|
0.51994
|
0.25
|
0.59871
|
0.45
|
0.67364
|
0.65
|
0.74215
|
0.85
|
0.80234
|
|
0.06
|
0.52392
|
0.26
|
0.60257
|
0.46
|
0.67724
|
0.66
|
0.74537
|
0.86
|
0.80511
|
|
0.07
|
0.52790
|
0.27
|
0.60642
|
0.47
|
0.68082
|
0.67
|
0.74857
|
0.87
|
0.80785
|
|
0.08
|
0.53188
|
0.28
|
0.61026
|
0.48
|
0.68439
|
0.68
|
0.75175
|
0.88
|
0.81057
|
|
0.09
|
0.53586
|
0.29
|
0.61409
|
0.49
|
0.68793
|
0.69
|
0.75490
|
0.89
|
0.81327
|
|
|
|
|
|
|
|
|
|
|
|
|
0.10
|
0.53983
|
0.30
|
0.61791
|
0.50
|
0.69146
|
0.70
|
0.75804
|
0.90
|
0.81594
|
|
0.11
|
0.54380
|
0.31
|
0.62172
|
0.51
|
0.69497
|
0.71
|
0.76115
|
0.91
|
0.81859
|
|
0.12
|
0.54776
|
0.32
|
0.62552
|
0.52
|
0.69847
|
0.72
|
0.76424
|
0.92
|
0.82121
|
|
0.13
|
0.55172
|
0.33
|
0.62930
|
0.53
|
0.70194
|
0.73
|
0.76730
|
0.93
|
0.82381
|
|
0.14
|
0.55567
|
0.34
|
0.63307
|
0.54
|
0.70540
|
0.74
|
0.77035
|
0.94
|
0.82639
|
|
|
|
|
|
|
|
|
|
|
|
|
0.15
|
0.55962
|
0.35
|
0.63683
|
0.55
|
0.70884
|
0.75
|
0.77337
|
0.95
|
0.82894
|
|
0.16
|
0.56356
|
0.36
|
0.64058
|
0.56
|
0.71226
|
0.76
|
0.77637
|
0.96
|
0.83147
|
|
0.17
|
0.56749
|
0.37
|
0.64431
|
0.57
|
0.71566
|
0.77
|
0.77935
|
0.97
|
0.83398
|
|
0.18
|
0.57142
|
0.38
|
0.64803
|
0.58
|
0.71904
|
0.78
|
0.78230
|
0.98
|
0.83646
|
|
0.19
|
0.57535
|
0.39
|
0.65173
|
0.59
|
0.72240
|
0.79
|
0.78524
|
0.99
|
0.83891
|
|
|
|
|
|
|
|
|
|
|
|
|
0.20
|
0.57926
|
0.40
|
0.65542
|
0.60
|
0.72575
|
0.80
|
0.78814
|
1.00
|
0.84134
|
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