Enterprise Risk Management Formula Book
Appendix A.7(a): Probability
Distributions: Standard (i.e. unit) normal distribution: Cumulative
distribution function (3)
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The table below tabulates the cumulative distribution
function of the unit normal distribution, i.e.
for values of from 2.00
to 3.00:
|
|
|
|
|
|
|
|
|
|
2.00
|
0.97725
|
2.20
|
0.98610
|
2.40
|
0.99180
|
2.60
|
0.99534
|
2.80
|
0.99744
|
2.01
|
0.97778
|
2.21
|
0.98645
|
2.41
|
0.99202
|
2.61
|
0.99547
|
2.81
|
0.99752
|
2.02
|
0.97831
|
2.22
|
0.98679
|
2.42
|
0.99224
|
2.62
|
0.99560
|
2.82
|
0.99760
|
2.03
|
0.97882
|
2.23
|
0.98713
|
2.43
|
0.99245
|
2.63
|
0.99573
|
2.83
|
0.99767
|
2.04
|
0.97932
|
2.24
|
0.98745
|
2.44
|
0.99266
|
2.64
|
0.99585
|
2.84
|
0.99774
|
|
|
|
|
|
|
|
|
|
|
2.05
|
0.97982
|
2.25
|
0.98778
|
2.45
|
0.99286
|
2.65
|
0.99598
|
2.85
|
0.99781
|
2.06
|
0.98030
|
2.26
|
0.98809
|
2.46
|
0.99305
|
2.66
|
0.99609
|
2.86
|
0.99788
|
2.07
|
0.98077
|
2.27
|
0.98840
|
2.47
|
0.99324
|
2.67
|
0.99621
|
2.87
|
0.99795
|
2.08
|
0.98124
|
2.28
|
0.98870
|
2.48
|
0.99343
|
2.68
|
0.99632
|
2.88
|
0.99801
|
2.09
|
0.98169
|
2.29
|
0.98899
|
2.49
|
0.99361
|
2.69
|
0.99643
|
2.89
|
0.99807
|
|
|
|
|
|
|
|
|
|
|
2.10
|
0.98214
|
2.30
|
0.98928
|
2.50
|
0.99379
|
2.70
|
0.99653
|
2.90
|
0.99813
|
2.11
|
0.98257
|
2.31
|
0.98956
|
2.51
|
0.99396
|
2.71
|
0.99664
|
2.91
|
0.99819
|
2.12
|
0.98300
|
2.32
|
0.98983
|
2.52
|
0.99413
|
2.72
|
0.99674
|
2.92
|
0.99825
|
2.13
|
0.98341
|
2.33
|
0.99010
|
2.53
|
0.99430
|
2.73
|
0.99683
|
2.93
|
0.99831
|
2.14
|
0.98382
|
2.34
|
0.99036
|
2.54
|
0.99446
|
2.74
|
0.99693
|
2.94
|
0.99836
|
|
|
|
|
|
|
|
|
|
|
2.15
|
0.98422
|
2.35
|
0.99061
|
2.55
|
0.99461
|
2.75
|
0.99702
|
2.95
|
0.99841
|
2.16
|
0.98461
|
2.36
|
0.99086
|
2.56
|
0.99477
|
2.76
|
0.99711
|
2.96
|
0.99846
|
2.17
|
0.98500
|
2.37
|
0.99111
|
2.57
|
0.99492
|
2.77
|
0.99720
|
2.97
|
0.99851
|
2.18
|
0.98537
|
2.38
|
0.99134
|
2.58
|
0.99506
|
2.78
|
0.99728
|
2.98
|
0.99856
|
2.19
|
0.98574
|
2.39
|
0.99158
|
2.59
|
0.99520
|
2.79
|
0.99736
|
2.99
|
0.99861
|
|
|
|
|
|
|
|
|
|
|
2.20
|
0.98610
|
2.40
|
0.99180
|
2.60
|
0.99534
|
2.80
|
0.99744
|
3.00
|
0.99865
|
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