ASA111
Percentage Points of the Normal Distribution


ASA111 is a C library which computes the percentage points of the normal distribution, by Beasley and Springer.

ASA111 is Applied Statistics Algorithm 111. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA111 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA066, a C library which evaluates the CDF of the normal distribution.

ASA241, a C library which evaluates the percentage points of the Normal distribution.

NORMAL, a C library which samples the normal distribution.

PROB, a C library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a C library which contains sample values for a number of distributions.

UNIFORM, a C library which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; C version by John Burkardt.

Reference:

  1. JD Beasley, SG Springer,
    Algorithm AS 111: The Percentage Points of the Normal Distribution,
    Applied Statistics,
    Volume 26, Number 1, 1977, pages 118-121.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C source codes.


Last revised on 06 November 2010.