QTP_NORMSDIST

Calculates the cumulative distribution function for a standard normal random variable (with mean zero and standard deviation one).

Syntax

QTP_NORMSDIST(z)

This function can be used instead of Excel's built-in NORMSDIST function. 

Additional Information

This function is adapted from the NDTR function, provided with the Cephes library, available from Netlib ( http://www.netlib.org/ ).

If X is a normally distributed random variable with E[X] = 0 and var[X] = 1, then QTP_NORMSDIST(z) = Pr{X≤z}.

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