asa066

asa066, a Fortran77 code which computes the cumulative density function (CDF) of the standard normal distribution, by David Hill.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

asa066 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:

asa066_test

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NORMAL, a Fortran77 library which samples the normal distribution.

PROB, a Fortran77 library which evaluates and inverts a number of probabilistic distributions.

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Author:

Original Fortran77 version by David Hill; This version by John Burkardt.

Reference:

  1. AG Adams,
    Algorithm 39: Areas Under the Normal Curve,
    Computer Journal,
    Volume 12, Number 2, May 1969, pages 197-198.
  2. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,
    Computer Approximations,
    Wiley, 1968,
    LC: QA297.C64.
  3. David Hill,
    Algorithm AS 66: The Normal Integral,
    Applied Statistics,
    Volume 22, Number 3, 1973, pages 424-427.

Source Code:

Last revised on 22 August 2023.