
Download: "NormDis" normal distribution calculator Go to: software & models articles & manuals reports case studies FAQ's & papers home page 
MATHEMATICS There is no analytical solution to the cumulative normal distribution. The NormDis model program uses Hastings' numerical approximation as described in this Wikipedia article in the section "Numerical approximations for the normal CDF" referring to Zelen & Severo (1964). PROBABILITY OF EXCEEDANCE The exceedance probability (EP), being the probability that X is greater than Xr equals 1  CP. Hence, when CP is known, the EP is also known. 

The NormDis calculator program uses the cumulative normal probability distribution for the z  test 
The NormDis calculator software uses the normal probability density distribution for the z  test 