topic Re: standard normal probability density and cumulative functions in Mathematical Optimization, Discrete-Event Simulation, and OR

standard normal probability density and cumulative functions

deleted_user — Mon, 05 May 2008 21:26:31 GMT

Suppose φ is the probability density function of the standard normal distribution and Ф the cumulative distribution function. For any number c, how can I obtain φ(c) and Ф(c)? I tried to use

PDF('NORMAL',c<,0,1>) for φ(c)

and

CDF('NORMAL',c<,0,1>) for Ф(c)

but it didn't work.

Re: standard normal probability density and cumulative functions

Bengt_SAS — Tue, 27 May 2008 20:44:21 GMT

You're quite close to what you need:

[pre]data _null_;
c = .5;
x = pdf('NORMAL', c, 0, 1);
y = pdf('NORMAL', c);
put x= y=;
run;[/pre]

"<,p1, p2>" denotes optional parameters in the function declaration.