Enterprise Risk Management Formula Book
Appendix A.7(a): Probability
Distributions: Standard (i.e. unit) normal distribution: Cumulative
distribution function (2)
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The table below tabulates the cumulative distribution
function of the unit normal distribution, i.e.
for values of from 1.00
to 2.00:
|
|
|
|
|
|
|
|
|
|
1.00
|
0.84134
|
1.20
|
0.88493
|
1.40
|
0.91924
|
1.60
|
0.94520
|
1.80
|
0.96407
|
1.01
|
0.84375
|
1.21
|
0.88686
|
1.41
|
0.92073
|
1.61
|
0.94630
|
1.81
|
0.96485
|
1.02
|
0.84614
|
1.22
|
0.88877
|
1.42
|
0.92220
|
1.62
|
0.94738
|
1.82
|
0.96562
|
1.03
|
0.84849
|
1.23
|
0.89065
|
1.43
|
0.92364
|
1.63
|
0.94845
|
1.83
|
0.96638
|
1.04
|
0.85083
|
1.24
|
0.89251
|
1.44
|
0.92507
|
1.64
|
0.94950
|
1.84
|
0.96712
|
|
|
|
|
|
|
|
|
|
|
1.05
|
0.85314
|
1.25
|
0.89435
|
1.45
|
0.92647
|
1.65
|
0.95053
|
1.85
|
0.96784
|
1.06
|
0.85543
|
1.26
|
0.89617
|
1.46
|
0.92785
|
1.66
|
0.95154
|
1.86
|
0.96856
|
1.07
|
0.85769
|
1.27
|
0.89796
|
1.47
|
0.92922
|
1.67
|
0.95254
|
1.87
|
0.96926
|
1.08
|
0.85993
|
1.28
|
0.89973
|
1.48
|
0.93056
|
1.68
|
0.95352
|
1.88
|
0.96995
|
1.09
|
0.86214
|
1.29
|
0.90147
|
1.49
|
0.93189
|
1.69
|
0.95449
|
1.89
|
0.97062
|
|
|
|
|
|
|
|
|
|
|
1.10
|
0.86433
|
1.30
|
0.90320
|
1.50
|
0.93319
|
1.70
|
0.95543
|
1.90
|
0.97128
|
1.11
|
0.86650
|
1.31
|
0.90490
|
1.51
|
0.93448
|
1.71
|
0.95637
|
1.91
|
0.97193
|
1.12
|
0.86864
|
1.32
|
0.90658
|
1.52
|
0.93574
|
1.72
|
0.95728
|
1.92
|
0.97257
|
1.13
|
0.87076
|
1.33
|
0.90824
|
1.53
|
0.93699
|
1.73
|
0.95818
|
1.93
|
0.97320
|
1.14
|
0.87286
|
1.34
|
0.90988
|
1.54
|
0.93822
|
1.74
|
0.95907
|
1.94
|
0.97381
|
|
|
|
|
|
|
|
|
|
|
1.15
|
0.87493
|
1.35
|
0.91149
|
1.55
|
0.93943
|
1.75
|
0.95994
|
1.95
|
0.97441
|
1.16
|
0.87698
|
1.36
|
0.91309
|
1.56
|
0.94062
|
1.76
|
0.96080
|
1.96
|
0.97500
|
1.17
|
0.87900
|
1.37
|
0.91466
|
1.57
|
0.94179
|
1.77
|
0.96164
|
1.97
|
0.97558
|
1.18
|
0.88100
|
1.38
|
0.91621
|
1.58
|
0.94295
|
1.78
|
0.96246
|
1.98
|
0.97615
|
1.19
|
0.88298
|
1.39
|
0.91774
|
1.59
|
0.94408
|
1.79
|
0.96327
|
1.99
|
0.97670
|
|
|
|
|
|
|
|
|
|
|
1.20
|
0.88493
|
1.40
|
0.91924
|
1.60
|
0.94520
|
1.80
|
0.96407
|
2.00
|
0.97725
|
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