s15ab returns the value of the cumulative Normal distribution function, .
Syntax
C# |
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public static double s15ab( double x ) |
Visual Basic |
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Public Shared Function s15ab ( _ x As Double _ ) As Double |
Visual C++ |
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public: static double s15ab( double x ) |
F# |
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static member s15ab : x : float -> float |
Parameters
- x
- Type: System..::..DoubleOn entry: the argument of the function.
Return Value
s15ab returns the value of the cumulative Normal distribution function, .
Description
References
Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
Error Indicators and Warnings
None.
Accuracy
Because of its close relationship with , the accuracy of this method is very similar to that in s15ad. If and are the relative errors in result and argument, respectively, they are in principle related by
so that the relative error in the argument, , is amplified by a factor, , in the result.
For small and for positive this factor is always less than one and accuracy is mainly limited by machine precision.
For large negative the factor behaves like and hence to a certain extent relative accuracy is unavoidably lost.
However the absolute error in the result, , is given by
so absolute accuracy can be guaranteed for all .
Parallelism and Performance
None.
Further Comments
None.
Example
This example reads values of the argument from a file, evaluates the function at each value of and prints the results.
Example program (C#): s15abe.cs