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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]].