NAG C Library Function Document

nag_prob_normal (g01eac)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{tail}$ – Nag_TailProbabilityInput

On entry: indicates which tail the returned probability should represent.

$\mathbf{tail}=\mathrm{Nag\_LowerTail}$

The lower tail probability is returned, i.e., $P\left(X\le x\right)$.

$\mathbf{tail}=\mathrm{Nag\_UpperTail}$

The upper tail probability is returned, i.e., $P\left(X\ge x\right)$.

$\mathbf{tail}=\mathrm{Nag\_TwoTailSignif}$

The two tail (significance level) probability is returned, i.e., $P\left(X\ge \left|x\right|\right)+P\left(X\le -\left|x\right|\right)$.

$\mathbf{tail}=\mathrm{Nag\_TwoTailConfid}$

The two tail (confidence interval) probability is returned, i.e., $P\left(X\le \left|x\right|\right)-P\left(X\le -\left|x\right|\right)$.

Constraint: $\mathbf{tail}=\mathrm{Nag\_LowerTail}$, $\mathrm{Nag\_UpperTail}$, $\mathrm{Nag\_TwoTailSignif}$ or $\mathrm{Nag\_TwoTailConfid}$.

2:    $\mathbf{x}$ – doubleInput

On entry: $x$, the value of the standard Normal variate.

3:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

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Accuracy

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Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01eace.c)

10.2

Program Data

Program Data (g01eace.d)

10.3

Program Results

Program Results (g01eace.r)