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lmomco (version 0.88)

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.

Usage

cdfnor(x, para)

Arguments

x
A real value.
para
The parameters from parnor or similar.

Value

  • Nonexceedance probability ($F$) for $x$.

References

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.

See Also

quanor, parnor

Examples

Run this code
lmr <- lmom.ub(c(123,34,4,654,37,78))
  cdfnor(50,parnor(lmr))

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