NormDist
- normal distribution function

Statistical functions
(AmiBroker 6.20)

SYNTAX NormDist( x, mean = 0, sigma = 1, cumulative = True )
RETURNS NUMBER
FUNCTION The function calculates Normal distribution

The function uses hi-precision algorithm that gives accurate results even for extreme left and right tails (<-5 and >+5)

The results are compatible with Excel 2003 and later which introduced higher precision NORMDIST than previous versions (Excel 2002 and earlier).

EXAMPLE x = 19;
m = 2;
s = 9;

printf("PDF %g CDF %g", NormDist( x, m, s, False ), NormDist( x, m, s, True ) );

x = -7;
m = 0;
s = 1;

printf("PDF %g CDF %g", NormDist( x, m, s, False ), NormDist( x, m, s, True ) );
SEE ALSO

References:

The NormDist function is used in the following formulas in AFL on-line library:

More information:

See updated/extended version on-line.