Maths Probability Function

Calculate normal and log normal probability density, cumulative distribution function and complementary distribution function from the mean, standard deviation and percentile.

The cumulative probability can be calculated from the percentile, or the percentile can be calculated from the cumulative probability. The cumulative distribution (cdf) function asymptotes to 1 as the percentile tends to infinity. The complementary distribution function asymptotes to 0 as the percentile x tends to infinity. Use the Result Plot option to plot the probability density, cumulative distribution, and complementary distribution (or tail) versus the percentile.

Reference : Numerical Recipes, The Art Of Scientific Computing, Press, Teukolsky, Vetterling, Flannery, Cambridge University Press

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