{ Normal Distribution Functions 10/20/87 Z(u) - normal probability density function Q(u) - Z(u) integrated from u to infinity u(p) - u for known value p = Q(u) } NORMF : 1/sqrt(2*PI) ; Z(u) = NORMF * exp(-u*u/2) ; Q(u) = if( u, Q1(u), 1-Q1(-u) ) ; Q1(u) = Z(u) * Q2(1/(1+.2316419*u)) ; Q2(t) = t*(.31938153+t*(-.356563782+t*(1.781477937+ t*(-1.821255978+t*1.330274429)))) ; u(p) = if( .5-p, u1(p), -u1(1-p) ) ; u1(p) = u2(sqrt(log(1/p/p))) ; u2(t) = t - (2.515517+t*(.802853+t*.010328))/ (1+t*(1.432788+t*(.189269+t*.001308))) ;