CFLib.org – Common Function Library Project

Description:
Computes cumulative normal distribution function.

Return Values:
Returns a numeric value.

Example:

<cfoutput>
CND(3) = #CND(3)#
</cfoutput>

Parameters:

Full UDF Source:

/**
 * Cumulative Normal Distribution
 * 
 * @param x      value for which you want to compute the cumulative normal distribution (Required)
 * @return Returns a numeric value. 
 * @author Alex (axs@arbornet.org) 
 * @version 1, March 10, 2003 
 */
function CND (x) {
    // The cumulative normal distribution function
    var Pi = 3.141592653589793238;
    var a1 = 0.31938153;
    var a2 = -0.356563782;
    var a3 = 1.781477937;
    var a4 = -1.821255978;
    var a5 = 1.330274429;
    var L = abs(x);
    var k = 1 / ( 1 + 0.2316419 * L);
    var p = 1 - 1 /  ((2 * Pi)^0.5) * exp( -(L^2) / 2 ) * (a1 * k + a2 * (k^2) + a3 * (k^3) + a4 * (k^4) + a5 * (k^5) );

    if (x gte 0)
        return p;
    else
        return 1-p;

}