ACM Algorithm 209

[JohnNichols]

Jim, Steve, et al:

ACM algorithm 209 calculates the p value for a given Z score,  it is written in Algol 60, it lists if x = 0 then z = 0.  Could you get a zero in Algor 60 as a real?  How big were the reals?

And we have the A M Murray to thank for the algorithm, the guy was prolific. 

[mecej4]

The cumulative normal probability function is related to the error function by p(x) = [1+erf(z)]/2, where z = x/sqrt(2), and erf is the error function, which in turn is a Fortran intrinsic function.

[JohnNichols]

Thanks. 

[JohnNichols]

I needed the function to look at this data.  Five years of FFT records, one per 8 seconds aggregated on the peaks.  

This is why I dislike people who want to do research in a yr, or 3 years.  Sometimes you have to wait to get the answers.  

this is also why I like this site, there are some incredibly intelligent and useful people here.