Stats distributions normalcdf

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Distributions.NormalCdf

The standard normal's lower tail: P(Z ≤ z).

public static double NormalCdf(double z)

Parameters — z is the point. NaN answers NaN.

Returns — scipy.stats.norm.cdf(z).

Exceptions — None.

Example — the lower 2.5% point, and a tail too far for 1 − sf to hold a digit of.

using Lodestar.Stats;

double lower = Distributions.NormalCdf(-1.96);   // => 0.024997…
double far = Distributions.NormalCdf(-10.0);     // => 7.619853…

Remarks — It is the upper tail of −z, not one minus the upper tail of z. Below the median the lower tail is the small number, and 1 − sf would round it to zero long before a double runs out of range.

Applies to — net10.0, netstandard2.0.

See also — Distributions.NormalSf, Distributions.NormalQuantile.