user1382306
user1382306

Reputation:

standard normal cumulative distribution function

Is there a php function for the standard normal cumulative distribution function?

I can't find one.

A plugin/library is great too.

Please show me where it is.

Many thanks in advance!

stats_cdf_normal

Gives Fatal error: Call to undefined function stats_cdf_normal()

Upvotes: 2

Views: 4487

Answers (1)

Matt
Matt

Reputation: 5428

There's an undocumented stats_cdf_normal() function in the PECL stats package.

Check out the note at the bottom of this page: http://www.php.net/manual/en/ref.stats.php

oliver at •••••••• dot com:

There are some undocumented functions in this extension, eg I found the following by reading the DCDFLIB docs and some trial and error:

<?php

/**
 * stats_cdf_normal($x, $mean, $sd, 1)
 * @return float cumulative probablity
 */
echo stats_cdf_normal(1.96, 0, 1, 1) . "\n";

/**
 * stats_cdf_normal($p, $mean, $sd, 2)
 * @return float x which bounds cumulative probalility $p
 */
echo stats_cdf_normal(0.975, 0, 1, 2) . "\n";

// less useful
// echo stats_cdf_normal(0.4,0.5,0.6,3) . "\n";
// echo stats_cdf_normal(0.4,0.5,0.6,4) . "\n";
?>

Upvotes: 4

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