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C Library Functions  - norppf (3)

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NAME

norppf(3f) - [M_datapac:PERCENT_POINT] compute the normal percent point function

CONTENTS

Synopsis
Description
Options
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE NORPPF(P,Ppf)

DESCRIPTION

norppf(3f) computes the percent point function value for the normal (gaussian) distribution with mean = 0 and standard deviation = 1.

this distribution is defined for all x and has the probability density function

       f(x) = (1/sqrt(2*pi))*exp(-x*x/2).

note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.

OPTIONS

X	description of parameter
Y	description of parameter

EXAMPLES

Sample program:

   program demo_norppf
   use M_datapac, only : norppf
   implicit none
   ! call norppf(x,y)
   end program demo_norppf

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o	ODEH AND EVANS, THE PERCENTAGE POINTS OF THE NORMAL DISTRIBUTION, ALGORITHM 70, APPLIED STATISTICS, 1974, pages 96-97.
o	EVANS, ALGORITHMS FOR MINIMAL DEGREE POLYNOMIAL AND RATIONAL APPROXIMATION, M. SC. THESIS, 1972, UNIVERSITY OF VICTORIA, B. C., CANADA.
o	HASTINGS, APPROXIMATIONS FOR DIGITAL COMPUTERS, 1955, pages 113, 191, 192.
o	NATIONAL BUREAU OF STANDARDS APPLIED MATHEMATICS SERIES 55, 1964, page 933, FORMULA 26.2.23.
o	FILLIBEN, SIMPLE AND ROBUST LINEAR ESTIMATION OF THE LOCATION PARAMETER OF A SYMMETRIC DISTRIBUTION (UNPUBLISHED PH.D. DISSERTATION, PRINCETON UNIVERSITY), 1969, pages 21-44, 229-231.
o	FILLIBEN, ’THE PERCENT POINT FUNCTION’, (UNPUBLISHED MANUSCRIPT), 1970, pages 28-31.
o	JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE DISTRIBUTIONS--1, 1970, pages 40-111.
o	THE KELLEY STATISTICAL TABLES, 1948.
o	OWEN, HANDBOOK OF STATISTICAL TABLES, 1962, pages 3-16.
o	PEARSON AND HARTLEY, BIOMETRIKA TABLES FOR STATISTICIANS, VOLUME 1, 1954, pages 104-113.

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Nemo Release 3.1

norppf (3)

July 22, 2023

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