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Text File  |  1985-11-29  |  1KB  |  46 lines
  1. C
  2. C.......................................................................
  3. C
  4. C        SUBROUTINE NDTR
  5. C
  6. C        PURPOSE
  7. C           COMPUTES Y = P(X) = PROBABILITY THAT THE RANDOM VARIABLE  U,
  8. C           DISTRIBUTED NORMALLY(0,1), IS LESS THAN OR EQUAL TO X.
  9. C           F(X), THE ORDINATE OF THE NORMAL DENSITY AT X, IS ALSO
  10. C           COMPUTED.
  11. C
  12. C        USAGE
  13. C           CALL NDTR(X,P,D)
  14. C
  15. C        DESCRIPTION OF PARAMETERS
  16. C           X--INPUT SCALAR FOR WHICH P(X) IS COMPUTED.
  17. C           P--OUTPUT PROBABILITY.
  18. C           D--OUTPUT DENSITY.
  19. C
  20. C        REMARKS
  21. C           MAXIMUM ERROR IS 0.0000007.
  22. C
  23. C        SUBROUTINES AND SUBPROGRAMS REQUIRED
  24. C           NONE
  25. C
  26. C        METHOD
  27. C           BASED ON APPROXIMATIONS IN C. HASTINGS, APPROXIMATIONS FOR
  28. C           DIGITAL COMPUTERS, PRINCETON UNIV. PRESS, PRINCETON, N.J.,
  29. C           1955.  SEE EQUATION 26.2.17, HANDBOOK OF MATHEMATICAL
  30. C           FUNCTIONS, ABRAMOWITZ AND STEGUN, DOVER PUBLICATIONS, INC.,
  31. C           NEW YORK.
  32. C
  33. C.......................................................................
  34. C
  35.       SUBROUTINE NDTR(X,P,D)
  36. C
  37.       AX=ABS(X)
  38.       T=1.0/(1.0+.2316419*AX)
  39.       D=0.3989423*EXP(-X*X/2.0)
  40.       P = 1.0 - D*T*((((1.330274*T - 1.821256)*T + 1.781478)*T -
  41.      1  0.3565638)*T + 0.3193815)
  42.       IF(X)1,2,2
  43.     1 P=1.0-P
  44.     2 RETURN
  45.       END
  46.