asa111

asa111, an Octave 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, an Octave code which evaluates the CDF of the normal distribution.

asa241, an Octave code which evaluates the percentage points of the Normal distribution.

normal, an Octave code which samples the normal distribution.

prob, an Octave code which evaluates and inverts a number of probabilistic distributions.

test_values, an Octave code which contains sample values for a number of distributions.

uniform, an Octave code 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:

• normal_01_cdf_values.m returns some values of the Normal 01 CDF.
• ppnd.m produces the normal deviate value corresponding to lower tail area = P.