G01EAF returns a one or two tail probability for the standard Normal distribution, via the routine name.
The lower tail probability for the standard Normal distribution,
PX≤x is defined by:
where
The relationship
is used, where erfc is the complementary error function, and is computed using
S15ADF. For the upper tail probability the relationship
PX≥x=PX≤-x is used and for the two tail significance level probability twice the probability obtained from the absolute value of
x is returned.
When the two tail confidence probability is required the relationship
is used, where erf is the error function, and is computed using
S15AEF.
Abramowitz M and Stegun I A (1972)
Handbook of Mathematical Functions (3rd Edition) Dover Publications
Hastings N A J and Peacock J B (1975)
Statistical Distributions Butterworth
If on entry
IFAIL=0 or
-1, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Accuracy is limited by
machine precision. For detailed error analysis see
S15ADF and
S15AEF.
None.
Four values of
TAIL and
X are input and the probabilities calculated and printed.