asa111


asa111, a FORTRAN77 code which computes the percentage points of the normal distribution, by Beasley and Springer.

This is a version of Applied Statistics Algorithm 111.

Licensing:

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

Languages:

asa111 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa111_test

asa066, a FORTRAN77 library which evaluates the CDF of the normal distribution.

asa241, a FORTRAN77 library which evaluates the percentage points of the Normal distribution.

NORMAL, a FORTRAN77 library which samples the normal distribution.

PROB, a FORTRAN77 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a FORTRAN77 library which contains sample values for a number of distributions.

UNIFORM, a FORTRAN77 library which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; This 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:


Last revised on 23 August 2023.