asa111

asa111, a Python 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 GNU LGPL license.

Languages:

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

Related Data and Programs:

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

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

normal, a Python code which samples the normal distribution.

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

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

uniform, a Python code which samples the uniform distribution.

Author:

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

• asa111.py, the source code.
• asa111.sh, runs all the tests.
• asa111.txt, the output file.