'****************************************************
'* Program to demonstrate inverse normal subroutine *
'* ------------------------------------------------ *
'* Reference: BASIC Scientific Subroutines, Vol. II *
'* By F.R. Ruckdeschel, BYTE/McGRAWW-HILL, 1981 [1].*
'* ------------------------------------------------ *
'* SAMPLE RUN:                                      *
'*                                                  *
'*  P(Z>X)     X                                    *
'* ----------------                                 *
'*  0.50    0.0000                                  *
'*  0.48    0.0500                                  *
'*  0.46    0.1002                                  *
'*  0.44    0.1507                                  *
'*  0.42    0.2015                                  *
'*  0.40    0.2529                                  *
'*  0.38    0.3050                                  *
'*  0.36    0.3580                                  *
'*  0.34    0.4120                                  *
'*  0.32    0.4673                                  *
'*  0.30    0.5240                                  *
'*  0.28    0.5825                                  *
'*  0.26    0.6430                                  *
'*  0.24    0.7060                                  *
'*  0.22    0.7719                                  *
'*  ?                                               *
'*  0.20    0.8414                                  *
'*  0.18    0.9152                                  *
'*  0.16    0.9944                                  *
'*  0.14    1.0804                                  *
'*  0.12    1.1751                                  *
'*  0.10    1.2817                                  *
'*  0.08    1.4053                                  *
'*  0.06    1.5551                                  *
'*  0.04    1.7511                                  *
'*  0.02    2.0542                                  *
'*                                                  *
'****************************************************
DEFINT I-N
DEFDBL A-H, O-Z
CLS
PRINT
PRINT " P(Z>X)     X  "
PRINT "----------------"
i = 1
FOR y = .5 TO 0 STEP -.02
  GOSUB 1000
  IF x < .000001 THEN x = 0
  PRINT USING " #.##    #.####"; y; x
  IF i = 15 THEN
     INPUT r$: i = 1
  END IF
  i = i + 1
NEXT y
PRINT
END

'***********************************************
'*   Inverse normal distribution subroutine    *
'* ------------------------------------------- *
'* This program calculates an approximation to *
'* the integral of the normal distribution     *
'* function from x to infinity (the tail).     *
'* A rational polynomial is used. The input is *
'* in y, with the result returned in x. The    *
'* accuracy is better then 0.0005 in the range *
'* 0 < y < 0.5.                                *
'* ------------------------------------------- *
'* Reference: Abramowitz and Stegun.           *
'***********************************************
1000 'Define coefficients
  c0 = 2.515517#
  c1 = .802853#
  c2 = .010328#
  d1 = 1.432788#
  d2 = .189269#
  d3 = .001308#
  IF y = 0 THEN x = 1E+13#
  IF y = 0 THEN RETURN
  z = SQR(-LOG(y * y))
  x = 1# + d1 * z + d2 * z * z + d3 * z * z * z
  x = (c0 + c1 * z + c2 * z * z) / x
  x = z - x
RETURN

'End of file invnorm.bas