<html> <head> <title> ASA111 - Percentage Points of the Normal Distribution </title> </head> <body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055"> <h1 align = "center"> ASA111 <br> Percentage Points of the Normal Distribution </h1> <hr> <p> <b>ASA111</b> is a MATLAB library which computes the percentage points of the normal distribution, by Beasley and Springer. </p> <p> <b>ASA111</b> is Applied Statistics Algorithm 111. Source code for many Applied Statistics Algorithms is available through <a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>. </p> <h3 align = "center"> Licensing: </h3> <p> The computer code and data files described and made available on this web page are distributed under <a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a> </p> <h3 align = "center"> Languages: </h3> <p> <b>ASA111</b> is available in <a href = "../../c_src/asa111/asa111.html">a C version</a> and <a href = "../../cpp_src/asa111/asa111.html">a C++ version</a> and <a href = "../../f77_src/asa111/asa111.html">a FORTRAN77 version</a> and <a href = "../../f_src/asa111/asa111.html">a FORTRAN90 version</a> and <a href = "../../m_src/asa111/asa111.html">a MATLAB version.</a> </p> <h3 align = "center"> Related Data and Programs: </h3> <p> <a href = "../../m_src/asa066/asa066.html"> ASA066</a>, a MATLAB library which evaluates the CDF of the normal distribution. </p> <p> <a href = "../../m_src/asa241/asa241.html"> ASA241</a>, a MATLAB library which evaluates the percentage points of the Normal distribution. </p> <p> <a href = "../../f_src/dcdflib/dcdflib.html"> DCDFLIB</a>, a FORTRAN90 library which evaluates and inverts a number of statistical distributions. </p> <p> <a href = "../../cpp_src/gsl/gsl.html"> GSL</a>, a C++ library which includes many routines for evaluating probability distributions. </p> <p> <a href = "../../m_src/normal/normal.html"> NORMAL</a>, a MATLAB library which samples the normal distribution. </p> <p> <a href = "../../m_src/prob/prob.html"> PROB</a>, a MATLAB library which evaluates and inverts a number of probabilistic distributions. </p> <p> <a href = "../../m_src/test_values/test_values.html"> TEST_VALUES</a>, a MATLAB library which contains sample values for a number of distributions. </p> <p> <a href = "../../m_src/uniform/uniform.html"> UNIFORM</a>, a MATLAB library which samples the uniform distribution. </p> <h3 align = "center"> Author: </h3> <p> Original FORTRAN77 version by JD Beasley, SG Springer; Matlab version by John Burkardt. </p> <h3 align = "center"> Reference: </h3> <p> <ol> <li> JD Beasley, SG Springer,<br> Algorithm AS 111: The Percentage Points of the Normal Distribution,<br> Applied Statistics,<br> Volume 26, Number 1, 1977, pages 118-121. </li> </ol> </p> <h3 align = "center"> Source Code: </h3> <p> <ul> <li> <a href = "normal_01_cdf_values.m">normal_01_cdf_values.m</a> returns some values of the Normal 01 CDF. </li> <li> <a href = "ppnd.m">ppnd.m</a> produces the normal deviate value corresponding to lower tail area = P. </li> <li> <a href = "timestamp.m">timestamp.m</a> prints out the current YMDHMS date as a timestamp. </li> </ul> </p> <h3 align = "center"> Examples and Tests: </h3> <p> <ul> <li> <a href = "asa111_test.m">asa111_test.m</a>, a sample calling program. </li> <li> <a href = "asa111_test01.m">asa111_test01.m</a>, tests PPND. </li> <li> <a href = "asa111_test_output.txt">asa111_test_output.txt</a>, the output file. </li> </ul> </p> <p> You can go up one level to <a href = "../m_src.html"> the MATLAB source codes</a>. </p> <hr> <i> Last revised on 21 January 2008. </i> <!-- John Burkardt --> </body> <!-- Initial HTML skeleton created by HTMLINDEX. --> </html>