asa111

asa111, a MATLAB 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.

Related Data and Programs:

asa111_test

asa066, a MATLAB code which evaluates the CDF of the normal distribution.

asa241, a MATLAB code which evaluates the percentage points of the Normal distribution.

normal, a MATLAB code which samples the normal distribution.

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

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

uniform, a MATLAB code which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; Matlab 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.