cdfnor: Cumulative Distribution Function of the Normal Distribution
Description
This function computes the cumulative probability or nonexceedance probability
of the Normal distribution given parameters of the distribution computed
by parnor. The cumulative distribution function of the distribution is
$$F(x) = \Phi(x-\mu/\sigma) \mbox{,}$$
where $F(x)$ is the nonexceedance probability for quantile $x$,
$\mu$ is the arithmetic mean, and $\sigma$ is the standard deviation, and
$\Phi$ is the cumulative distribution function of the standard normal
distribution. The R-function pnorm is used.
Hosking, J.R.M., 1990, L-moments---Analysis and estimation of
distributions using linear combinations of order statistics: Journal
of the Royal Statistical Society, Series B, vol. 52, p. 105--124.
Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments:
Version 3, IBM Research Report RC20525, T.J. Watson Research Center,
Yorktown Heights, New York.
Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis---An
approach based on L-moments: Cambridge University Press.