ASA111
Percentage Points of the Normal Distribution

ASA111 is a MATLAB 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 MATLAB library which evaluates the CDF of the normal distribution.

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

ASA241 is a MATLAB 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 MATLAB library which samples the normal distribution.

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

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

UNIFORM is a MATLAB 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:

• 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.