ASA111
Percentage Points of the Normal Distribution

ASA111 is a FORTRAN77 program, using double precision arithmetic, which computes the percentage points of the normal distribution.

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

Related Data and Programs:

ASA066 is a FORTRAN77 library which evaluates the CDF of the normal distribution.

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

ASA241 is a FORTRAN77 library which evaluates the percentage points of the Normal distribution.

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

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

NORMAL is a FORTRAN90 library which samples the normal distribution.

PROB is a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES is a FORTRAN90 library which contains sample values for a number of distributions.

UNIFORM is a FORTRAN90 library which samples the uniform distribution.

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:

• asa111.f, the source code.
• asa111.csh, commands to compile the source code.

Examples and Tests:

• asa111_prb.f, a sample calling program.
• asa111_prb.csh, commands to compile and run the sample program.
• asa111_prb_output.txt, the output from a run of the sample program.

List of Routines:

• NORMAL_01_CDF_VALUES returns some values of the Normal 01 CDF.
• PPND produces the normal deviate value corresponding to lower tail area = P.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN77 source codes.