cumnor(x [,upper:T or lower:F]), x REAL |

cumnor(Z) computes the probabilities that a standard normal (mean 0, variance 1) random variable would be less than the elements of the vector, matrix, or array Z. The size and shape of the result is the same as that of Z. cumnor(Z, upper:T) and cumnor(Z, lower:F) compute upper tail probabilities. For large positive Z, these may preserve significant digits lost by the mathematically equivalent 1 - cumnor(Z). Two-tailed P values associated with an observed value of z, may be computed as 2*cumnor(abs(z),upper:T) or 2*(1 - cumnor(abs(z))). Example: Two-tail normal P-value for z_obs = 1.841 Cmd> 2*cumnor(1.841,upper:T) # or 2*(1 - cumnor(1.841)) (1) 0.06562 See also invnor().

Gary Oehlert 2003-01-15