12345678910111213141516171819202122232425262728293031323334353637383940414243
import standardNormalTable from "./standard_normal_table.js";
/** * **[Cumulative Standard Normal Probability](http://en.wikipedia.org/wiki/Standard_normal_table)** * * Since probability tables cannot be * printed for every normal distribution, as there are an infinite variety * of normal distributions, it is common practice to convert a normal to a * standard normal and then use the standard normal table to find probabilities. * * You can use `.5 + .5 * errorFunction(x / Math.sqrt(2))` to calculate the probability * instead of looking it up in a table. * * @param {number} z * @returns {number} cumulative standard normal probability */function cumulativeStdNormalProbability(z) {    // Calculate the position of this value.    const absZ = Math.abs(z);    // Each row begins with a different    // significant digit: 0.5, 0.6, 0.7, and so on. Each value in the table    // corresponds to a range of 0.01 in the input values, so the value is    // multiplied by 100.    const index = Math.min(        Math.round(absZ * 100),        standardNormalTable.length - 1    );
    // The index we calculate must be in the table as a positive value,    // but we still pay attention to whether the input is positive    // or negative, and flip the output value as a last step.    if (z >= 0) {        return standardNormalTable[index];    } else {        // due to floating-point arithmetic, values in the table with        // 4 significant figures can nevertheless end up as repeating        // fractions when they're computed here.        return +(1 - standardNormalTable[index]).toFixed(4);    }}
export default cumulativeStdNormalProbability;