stdNormalCDF

Computes the cumulative distribution function for a standard normal distribution using Taylor approximation.

The approximation is accurate to absolute error less than 8 * 10^(-16).

  • Reference: Evaluating the Normal Distribution by George Marsaglia.

  • http://www.jstatsoft.org/v11/a04/paper

Return

the P(Z<=z) for standard normal

Parameters

z

the z-ordinate to be evaluated