s15ac returns the value of the complement of the cumulative Normal distribution function, Qx.

Syntax

C#
public static double s15ac(
	double x
)
Visual Basic
Public Shared Function s15ac ( _
	x As Double _
) As Double
Visual C++
public:
static double s15ac(
	double x
)
F#
static member s15ac : 
        x : float -> float 

Parameters

x
Type: System..::..Double
On entry: the argument x of the function.

Return Value

s15ac returns the value of the complement of the cumulative Normal distribution function, Qx.

Description

s15ac evaluates an approximate value for the complement of the cumulative Normal distribution function
Qx=12πxe-u2/2du.
The method is based on the fact that
Qx=12erfcx2
and it calls s15ad to obtain the necessary value of erfc, the complementary error function.

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 erfc the accuracy of this method is very similar to that in s15ad. If ε and δ are the relative errors in result and argument, respectively, then in principle they are related by
εxe-x2/22πQxδ.
For x negative or small positive this factor is always less than one and accuracy is mainly limited by machine precision. For large positive x we find εx2δ and hence to a certain extent relative accuracy is unavoidably lost. However the absolute error in the result, E, is given by
Exe-x2/22πδ
and since this factor is always less than one absolute accuracy can be guaranteed for all x.

Parallelism and Performance

None.

Further Comments

None.

Example

This example reads values of the argument x from a file, evaluates the function at each value of x and prints the results.

Example program (C#): s15ace.cs

Example program data: s15ace.d

Example program results: s15ace.r

See Also