Public Shared Function g01ea ( _ tail As String, _ x As Double, _ <OutAttribute> ByRef ifail As Integer _ ) As Double
public: static double g01ea( String^ tail, double x, [OutAttribute] int% ifail )
- Type: System..::..StringOn entry: indicates which tail the returned probability should represent.
Constraint: , , or .
- The lower tail probability is returned, i.e., .
- The upper tail probability is returned, i.e., .
- The two tail (significance level) probability is returned, i.e., .
- The two tail (confidence interval) probability is returned, i.e., .
- Type: System..::..DoubleOn entry: , the value of the standard Normal variate.
The lower tail probability for the standard Normal distribution, is defined by:
is used, where erfc is the complementary error function, and is computed using s15ad. For the upper tail probability the relationship is used and for the two tail significance level probability twice the probability obtained from the absolute value of is returned.
When the two tail confidence probability is required the relationship
is used, where erf is the error function, and is computed using s15ae.
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
Errors or warnings detected by the method:
If , then g01ea returns .
On entry, , , or .