/

CumulativeNormal

[this page | pdf | back links]

Returns, the cumulative unit Normal distribution function, i.e. for a  distribution, where:

 

 

The equivalent function in Microsoft Excel is NORMSDIST.

 

In practice, the website uses the following rational approximation to the above integral (as apparently do some versions of Microsoft Excel), source e.g. Abramowitz and Stegun (1970):

 

 

where:

 

, , ,

, ,

 

and  is the unit Normal density function, i.e.

 

 

Is a special case of MnProbDistCdf.

 

---

NAVIGATION LINKS
Contents | Prev | Next

---

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used

Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement

---