normcdf
Normal cumulative distribution function
📝Syntax
p = normcdf(x)
p = normcdf(x, mu, sigma)
p = normcdf(..., 'upper')
[p, pLo, pUp] = normcdf(x, mu, sigma, pCov)
[p, pLo, pUp] = normcdf(x, mu, sigma, pCov, alpha)
📥Input Arguments
Parameter Description
x real scalar or array: values where the distribution is evaluated.
mu real scalar or array, 0 by default: mean.
sigma positive real scalar or array, 1 by default: standard deviation.
pCov 2-by-2 covariance matrix for the estimated parameters.
alpha scalar in (0,1), 0.05 by default: significance level for confidence bounds.
📤Output Arguments
Parameter Description
p scalar or array: cumulative probabilities.
pLo lower confidence bound.
pUp upper confidence bound.
📄Description

normcdf evaluates the cumulative distribution function of the normal distribution.

Scalar inputs are expanded to match array inputs. If any distribution input uses single precision, the result uses single precision.

💡Examples
x = [-2 -1 0 1 2];
p = normcdf(x);
upperTail = normcdf(x, 0, 1, 'upper');
[p, pLo, pUp] = normcdf(0, 0, 1, [0.04 0; 0 0.01]);
🔗See Also
normpdfnorminv
🕔Version History
Version Description
2.0.0 initial version
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