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StatsNormalCDF

StatsNormalCDF (x, µ, σ)

The StatsNormalCDF function returns the normal cumulative distribution function.

F(x,μ,σ)=12+12erf(xμσ2),\displaystyle F(x, \mu, \sigma)=\frac{1}{2}+\frac{1}{2} \operatorname{erf}\left(\frac{x-\mu}{\sigma \sqrt{2}}\right),

where erf is the error function.

See Also

Statistical Analysis, StatsNormalPDF, StatsInvNormalCDF