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Enterprise Risk Management Formula Book

Appendix A.7(a): Probability Distributions: Standard (i.e. unit) normal distribution: Cumulative distribution function (4)

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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.:

 

3.20

0.99931

3.40

0.99966

3.60

0.99984

3.80

0.99993

4.00

0.99997

 


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