PDA_PPND16 - Returns the normal deviate corresponding to a given lower tail area of P

Invocation:

RESULT = PDA_PPND16( P, IFAULT )

Arguments:

P = DOUBLE PRECISION (Given)

Lower tail area (probability) of the normal distribution.

IFAULT = INTEGER (Returned)

Non-zero when cannot calculate result.

Returned Value:

PDA_PPND16 = DOUBLE PRECISION

The required normal deviate.

Accuracy

The result is accurate to about 1 part in $10^{16}$.

Origin

Applied Statistics / Statlib Archive