Area under the normal distribution from -∞ to X.
_ _
1 | / x - μ \ |
cdf(x) = - | 1 + erf| ----- | |
2 |_ \ σ√2 / _|
/** * Cumulative distribution function * P value for a z score. * * @param number $z random variable * * @return float f(z|μ,σ) */ public static function CDF($z) { Support::checkLimits(self::LIMITS, ['z' => $z]); return Normal::CDF($z, self::μ, self::σ); }