Chapter 11: Probability Distribution Functions and Inverses

ANORPR

This function evaluates the standard normal probability density function.

Function Return Value

ANORPR — Function value, the value of the probability density function.   (Output)

Required Arguments

X — Argument for which the normal probability density function is to be evaluated.   (Input)

FORTRAN 90 Interface

Generic:                              ANORPR (X)

Specific:                             The specific interface names are S_NORPR and D_NORPR.

FORTRAN 77 Interface

Single:                                ANORPR (X)

Double:                              The double precision name is DNORPR.

Description

The function ANORPR evaluates the normal probability density function, defined as

.

Example

In this example, we evaluate the probability function at X = 0.5.

 

      USE UMACH_INT
      USE ANORPR_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, PR

      CALL UMACH(2, NOUT)

      X = 0.5

      PR = ANORPR(X)

      WRITE (NOUT, 99999) X, PR

99999 FORMAT (' ANORPR(', F4.2, ') = ', F6.4)

      END

Output

 

ANORPR(0.50) = 0.3521



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