Re: Mathematica 5.1 Cumulative Normal Definition

*To*: mathgroup at smc.vnet.net*Subject*: [mg58063] Re: Mathematica 5.1 Cumulative Normal Definition*From*: "Ray Koopman" <koopman at sfu.ca>*Date*: Fri, 17 Jun 2005 05:19:38 -0400 (EDT)*References*: <d8rnm2$la0$1@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

Frank M wrote: > (normalcdf[x_] := 1/2 Erf[x^2] + 1/2; > [...] Are you sure you copied that right? If x is standard normal (mean = 0, variance = 1) then its cdf is 1/2 Erf[x/Sqrt[2]] + 1/2, which is equivalent to 1/2 Erfc[-x/Sqrt[2]].