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Trailing-Edge - PDP-10 Archives - decuslib20-02 - decus/20-0026/ndtr.doc
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SUBROUTINE NDTR

PURPOSE
   COMPUTES Y = P(X) = PROBABILITY THAT THE RANDOM VARIABLE  U,
   DISTRIBUTED NORMALLY(0,1), IS LESS THAN OR EQUAL TO X.
   F(X), THE ORDINATE OF THE NORMAL DENSITY AT X, IS ALSO
   COMPUTED.

USAGE
   CALL NDTR(X,P,D)

DESCRIPTION OF PARAMETERS
   X--INPUT SCALAR FOR WHICH P(X) IS COMPUTED.
   P--OUTPUT PROBABILITY.
   D--OUTPUT DENSITY.

REMARKS
   MAXIMUM ERROR IS 0.0000007.

SUBROUTINES AND SUBPROGRAMS REQUIRED
   NONE

METHOD
   BASED ON APPROXIMATIONS IN C. HASTINGS, APPROXIMATIONS FOR
   DIGITAL COMPUTERS, PRINCETON UNIV. PRESS, PRINCETON, N.J.,
   1955.  SEE EQUATION 26.2.17, HANDBOOK OF MATHEMATICAL
   FUNCTIONS, ABRAMOWITZ AND STEGUN, DOVER PUBLICATIONS, INC.,
   NEW YORK.