ASA111
Percentage Points of the Normal Distribution

ASA111 is a MATLAB library which computes the percentage points of the normal distribution, by Beasley and Springer.

ASA111 is Applied Statistics Algorithm 111. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA111 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ASA066, a MATLAB library which evaluates the CDF of the normal distribution.

ASA241, a MATLAB library which evaluates the percentage points of the Normal distribution.

DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

NORMAL, a MATLAB library which samples the normal distribution.

PROB, a MATLAB library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES, a MATLAB library which contains sample values for a number of distributions.

UNIFORM, a MATLAB library which samples the uniform distribution.

Author:

Original FORTRAN77 version by JD Beasley, SG Springer; Matlab version by John Burkardt.

Reference:

1. JD Beasley, SG Springer,
   Algorithm AS 111: The Percentage Points of the Normal Distribution,
   Applied Statistics,
   Volume 26, Number 1, 1977, pages 118-121.

Source Code:

• normal_01_cdf_values.m returns some values of the Normal 01 CDF.
• ppnd.m produces the normal deviate value corresponding to lower tail area = P.
• timestamp.m prints out the current YMDHMS date as a timestamp.

Examples and Tests:

• asa111_test.m, a sample calling program.
• asa111_test01.m, tests PPND.
• asa111_test_output.txt, the output file.

You can go up one level to the MATLAB source codes.