public static double s15ab(
	double x
)

Public Shared Function s15ab ( _
	x As Double _
) As Double

public:
static double s15ab(
	double x
)

static member s15ab : 
        x:float -> float 

s15ab returns the value of the cumulative Normal distribution function, Px.

s15ab evaluates an approximate value for the cumulative Normal distribution function The method is based on the fact that and it calls s15ad to obtain a value of erfc for the appropriate argument.

Because of its close relationship with erfc, the accuracy of this method is very similar to that in s15ad. If ε and δ are the relative errors in result and argument, respectively, they are in principle related by so that the relative error in the argument, x, is amplified by a factor, xe-12x2 2πPx , in the result.

For x small and for x positive this factor is always less than one and accuracy is mainly limited by machine precision.

For large negative x the factor behaves like ∼x2 and hence to a certain extent relative accuracy is unavoidably lost.

However the absolute error in the result, E, is given by so absolute accuracy can be guaranteed for all x.