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cdfnor_p

Calculates the integral of a cumulative normal distribution function.

Prototype

	function cdfnor_p (
		x     : numeric,  
		mean  : numeric,  
		sd    : numeric   
	)

	return_val  :  numeric

Arguments

x

A multi-dimensional array or scalar value equal to the upper limit of integration (-infinity to +infinity) inclusive.

mean

A multi-dimensional array or scalar value equal to the mean of the distribution (-infinity to +infinity). Must conform to the shape/type of x.

sd

A multi-dimensional array or scalar value equal to the standard deviation of the distribution (0 to +infinity). Must conform to the shape/type of x.

Return value

A array of the same size as x. Double if any of the input arguments are double, float otherwise.

Description

Calculates the integral of a cumulative normal distribution function.

The source code is from source routine "CDFNOR" from DCDFLIB (Double precision Cumulative Distribution Function LIBrary)

See Also

cdfnor_x

Examples

Example 1

     x     = 1.64485
     mean  = 0.0
     sd    = 1.0

     P = cdfnor_p(x,mean,sd)
     print("P="+P)                ; P = 0.95
Example 2

Let x be a multidimensional array and the mean and sd be scalars. Use conform to propagate the scalars to the shape of x.

     P = cdfnor_p(x,conform(x,mean,-1),conform(x,sd,-1) )