http://www.library.cornell.edu/nr/bookcpdf/c6-2.pdf

gives erf and erfc in C.

NormSDist(x) = ErfC(-x/sqrt(2))/2 for x<=0
NormSDist(x) = 1 - NormsDist(-x) for x0

Jerry

littlecharva wrote:

Hi,

Thanks for that, but my knowledge of Maths isn't good enough for me

to work that out. I was kinda hoping there would be an easy way to

do it, or that maybe there was a class already out there somewhere

that would do it for me.

Cheers,
LittleC