gaussQ

gaussQ

A function that can be used in Formulas.

gaussQ (z): compute the area under the normal distribution (with mean 0 and standard deviation 1) from z to +∞.

(1) gaussQ is the inverse of invGaussQ, i.e.

gaussQ (invGaussQ (q)=) = q

and

invGaussQ (gaussQ (z)) = z

(2) gaussQ is the complement of gaussP, i.e.

gaussQ (z) = 1 − gaussP (z)

and

gaussP (z) = 1 − gaussQ (z)