SUBROUTINE NORCDF(X,CDF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE CUMULATIVE DISTRIBUTION C FUNCTION VALUE FOR THE NORMAL (GAUSSIAN) C DISTRIBUTION WITH MEAN = 0 AND STANDARD DEVIATION = 1. C THIS DISTRIBUTION IS DEFINED FOR ALL X AND HAS C THE PROBABILITY DENSITY FUNCTION C F(X) = (1/SQRT(2*PI))*EXP(-X*X/2). C INPUT ARGUMENTS--X = THE SINGLE PRECISION VALUE AT C WHICH THE CUMULATIVE DISTRIBUTION C FUNCTION IS TO BE EVALUATED. C OUTPUT ARGUMENTS--CDF = THE SINGLE PRECISION CUMULATIVE C DISTRIBUTION FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION CUMULATIVE DISTRIBUTION C FUNCTION VALUE CDF. C PRINTING--NONE. C RESTRICTIONS--NONE. C OTHER DATAPAC SUBROUTINES NEEDED--NONE. C FORTRAN LIBRARY SUBROUTINES NEEDED--EXP. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN. C REFERENCES--NATIONAL BUREAU OF STANDARDS APPLIED MATHEMATICS C SERIES 55, 1964, PAGE 932, FORMULA 26.2.17. C --JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--1, 1970, PAGES 40-111. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING LABORATORY (205.03) C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE: 301-921-2315 C ORIGINAL VERSION--JUNE 1972. C UPDATED --SEPTEMBER 1975. C UPDATED --NOVEMBER 1975. C C--------------------------------------------------------------------- C DATA B1,B2,B3,B4,B5,P/.319381530,-0.356563782,1.781477937,-1.82125 15978,1.330274429,.2316419/ C IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS. C NO INPUT ARGUMENT ERRORS POSSIBLE C FOR THIS DISTRIBUTION. C C-----START POINT----------------------------------------------------- C Z=X IF(X.LT.0.0)Z=-Z T=1.0/(1.0+P*Z) CDF=1.0-((0.39894228040143 )*EXP(-0.5*Z*Z))*(B1*T+B2*T**2+B3*T**3 1+B4*T**4+B5*T**5) IF(X.LT.0.0)CDF=1.0-CDF C RETURN END