Enterprise Risk Management Formula Book
Appendix A.7(a): Probability
Distributions: Standard (i.e. unit) normal distribution: Cumulative
distribution function (4)
[this page | pdf | back links]
The table below tabulates the cumulative distribution
function of the unit normal distribution, i.e.
for values of 
from 3.00
to 4.00:
|
|
|
|
|
|
|
|
|
|
|
|
3.00
|
0.99865
|
3.20
|
0.99931
|
3.40
|
0.99966
|
3.60
|
0.99984
|
3.80
|
0.99993
|
|
3.01
|
0.99869
|
3.21
|
0.99934
|
3.41
|
0.99968
|
3.61
|
0.99985
|
3.81
|
0.99993
|
|
3.02
|
0.99874
|
3.22
|
0.99936
|
3.42
|
0.99969
|
3.62
|
0.99985
|
3.82
|
0.99993
|
|
3.03
|
0.99878
|
3.23
|
0.99938
|
3.43
|
0.99970
|
3.63
|
0.99986
|
3.83
|
0.99994
|
|
3.04
|
0.99882
|
3.24
|
0.99940
|
3.44
|
0.99971
|
3.64
|
0.99986
|
3.84
|
0.99994
|
|
|
|
|
|
|
|
|
|
|
|
|
3.05
|
0.99886
|
3.25
|
0.99942
|
3.45
|
0.99972
|
3.65
|
0.99987
|
3.85
|
0.99994
|
|
3.06
|
0.99889
|
3.26
|
0.99944
|
3.46
|
0.99973
|
3.66
|
0.99987
|
3.86
|
0.99994
|
|
3.07
|
0.99893
|
3.27
|
0.99946
|
3.47
|
0.99974
|
3.67
|
0.99988
|
3.87
|
0.99995
|
|
3.08
|
0.99896
|
3.28
|
0.99948
|
3.48
|
0.99975
|
3.68
|
0.99988
|
3.88
|
0.99995
|
|
3.09
|
0.99900
|
3.29
|
0.99950
|
3.49
|
0.99976
|
3.69
|
0.99989
|
3.89
|
0.99995
|
|
|
|
|
|
|
|
|
|
|
|
|
3.10
|
0.99903
|
3.30
|
0.99952
|
3.50
|
0.99977
|
3.70
|
0.99989
|
3.90
|
0.99995
|
|
3.11
|
0.99906
|
3.31
|
0.99953
|
3.51
|
0.99978
|
3.71
|
0.99990
|
3.91
|
0.99995
|
|
3.12
|
0.99910
|
3.32
|
0.99955
|
3.52
|
0.99978
|
3.72
|
0.99990
|
3.92
|
0.99996
|
|
3.13
|
0.99913
|
3.33
|
0.99957
|
3.53
|
0.99979
|
3.73
|
0.99990
|
3.93
|
0.99996
|
|
3.14
|
0.99916
|
3.34
|
0.99958
|
3.54
|
0.99980
|
3.74
|
0.99991
|
3.94
|
0.99996
|
|
|
|
|
|
|
|
|
|
|
|
|
3.15
|
0.99918
|
3.35
|
0.99960
|
3.55
|
0.99981
|
3.75
|
0.99991
|
3.95
|
0.99996
|
|
3.16
|
0.99921
|
3.36
|
0.99961
|
3.56
|
0.99981
|
3.76
|
0.99992
|
3.96
|
0.99996
|
|
3.17
|
0.99924
|
3.37
|
0.99962
|
3.57
|
0.99982
|
3.77
|
0.99992
|
3.97
|
0.99996
|
|
3.18
|
0.99926
|
3.38
|
0.99964
|
3.58
|
0.99983
|
3.78
|
0.99992
|
3.98
|
0.99997
|
|
3.19
|
0.99929
|
3.39
|
0.99965
|
3.59
|
0.99983
|
3.79
|
0.99992
|
3.99
|
0.99997
|
|
|
|
|
|
|
|
|
|
|
|
|
3.20
|
0.99931
|
3.40
|
0.99966
|
3.60
|
0.99984
|
3.80
|
0.99993
|
4.00
|
0.99997
|
For calculations of specific entries in this table see e.g.:
NAVIGATION LINKS
Contents | Prev | Next