Upper-tail probability of the standard normal distribution.
Uses Abramowitz & Stegun 7.1.26 rational approximation with maximum absolute error < 1.5 × 10⁻⁷.
P(Z > |x|) ≈ φ(x) · t · (a₁ + t·(a₂ + t·(a₃ + t·(a₄ + t·a₅)))) where φ(x) = PDF, t = 1/(1 + p·|x|)
Upper-tail probability of the standard normal distribution.
Uses Abramowitz & Stegun 7.1.26 rational approximation with maximum absolute error < 1.5 × 10⁻⁷.
P(Z > |x|) ≈ φ(x) · t · (a₁ + t·(a₂ + t·(a₃ + t·(a₄ + t·a₅)))) where φ(x) = PDF, t = 1/(1 + p·|x|)