TABLE 4.
THE NORMAL DISTRIBUTION FUNCTION
The function tabulated is Φ(x) = (1/√(2π)) ∫ x e−½ t² dt. Φ(x) is the probability that a random variable, normally distributed with zero mean and unit
-∞
variance, will be less than or equal to x. When x < 0 use Φ(x) = 1 − Φ(−x), as the normal distribution with zero mean and unit variance is symmetric
about zero.
x Φ(x) x Φ(x) x Φ(x)
0.00 0.5000 0.01 0.5040 0.02 0.5080
0.03 0.5120 0.04 0.5160 0.05 0.5199
0.06 0.5239 0.07 0.5279 0.08 0.5319
0.09 0.5359 0.10 0.5398 0.11 0.5438
0.12 0.5478 0.13 0.5517 0.14 0.5557
0.15 0.5596 0.16 0.5636 0.17 0.5675
0.18 0.5714 0.19 0.5753 0.20 0.5793
0.21 0.5832 0.22 0.5871 0.23 0.5910
0.24 0.5948 0.25 0.5987 0.26 0.6026
0.27 0.6064 0.28 0.6103 0.29 0.6141
0.30 0.6179 0.31 0.6217 0.32 0.6255
0.33 0.6293 0.34 0.6331 0.35 0.6368
0.36 0.6406 0.37 0.6443 0.38 0.6480
0.39 0.6517 0.40 0.6554 0.41 0.6591
0.42 0.6628 0.43 0.6664 0.44 0.6700
0.45 0.6736 0.46 0.6772 0.47 0.6808
0.48 0.6844 0.49 0.6879 0.50 0.6915
0.51 0.6950 0.52 0.6985 0.53 0.7019
0.54 0.7054 0.55 0.7088 0.56 0.7123
0.57 0.7157 0.58 0.7190 0.59 0.7224
0.60 0.7257 0.61 0.7291 0.62 0.7324
0.63 0.7357 0.64 0.7389 0.65 0.7422
0.66 0.7454 0.67 0.7486 0.68 0.7517
0.69 0.7549 0.70 0.7580 0.71 0.7611
0.72 0.7642 0.73 0.7673 0.74 0.7704
0.75 0.7734 0.76 0.7764 0.77 0.7794
0.78 0.7823 0.79 0.7852 0.80 0.7881
0.81 0.7910 0.82 0.7939 0.83 0.7967
0.84 0.7995 0.85 0.8023 0.86 0.8051
0.87 0.8078 0.88 0.8106 0.89 0.8133
0.90 0.8159 0.91 0.8186 0.92 0.8212
0.93 0.8238 0.94 0.8264 0.95 0.8289
0.96 0.8315 0.97 0.8340 0.98 0.8365
0.99 0.8389 1.00 0.8413 1.01 0.8438
1.02 0.8461 1.03 0.8485 1.04 0.8508
1.05 0.8531 1.06 0.8554 1.07 0.8577
1.08 0.8599 1.09 0.8621 1.10 0.8643
1.11 0.8665 1.12 0.8686 1.13 0.8708
1.14 0.8729 1.15 0.8749 1.16 0.8770
1.17 0.8790 1.18 0.8810 1.19 0.8830
1.20 0.8849 1.21 0.8869 1.22 0.8888
x Φ(x) x Φ(x) x Φ(x)
1.23 0.8907 1.24 0.8925 1.25 0.8944
1.26 0.8962 1.27 0.8980 1.28 0.8997
1.29 0.9015 1.30 0.9032 1.31 0.9049
1.32 0.9066 1.33 0.9082 1.34 0.9099
1.35 0.9115 1.36 0.9131 1.37 0.9147
1.38 0.9162 1.39 0.9177 1.40 0.9192
1.41 0.9207 1.42 0.9222 1.43 0.9236
1.44 0.9251 1.45 0.9265 1.46 0.9279
1.47 0.9292 1.48 0.9306 1.49 0.9319
1.50 0.9332 1.51 0.9345 1.52 0.9357
1.53 0.9370 1.54 0.9382 1.55 0.9394
1.56 0.9406 1.57 0.9418 1.58 0.9429
1.59 0.9441 1.60 0.9452 1.61 0.9463
1.62 0.9474 1.63 0.9484 1.64 0.9495
1.65 0.9505 1.66 0.9515 1.67 0.9525
1.68 0.9535 1.69 0.9545 1.70 0.9554
1.71 0.9564 1.72 0.9573 1.73 0.9582
1.74 0.9591 1.75 0.9599 1.76 0.9608
1.77 0.9616 1.78 0.9625 1.79 0.9633
1.80 0.9641 1.81 0.9649 1.82 0.9656
1.83 0.9664 1.84 0.9671 1.85 0.9678
1.86 0.9686 1.87 0.9693 1.88 0.9699
1.89 0.9706 1.90 0.9713 1.91 0.9719
1.92 0.9726 1.93 0.9732 1.94 0.9738
1.95 0.9744 1.96 0.9750 1.97 0.9756
1.98 0.9761 1.99 0.9767 2.00 0.9772
2.01 0.9778 2.02 0.9783 2.03 0.9788
2.04 0.9793 2.05 0.9798 2.06 0.9803
2.07 0.9808 2.08 0.9812 2.09 0.9817
2.10 0.9821 2.11 0.9826 2.12 0.9830
2.13 0.9834 2.14 0.9838 2.15 0.9842
2.16 0.9846 2.17 0.9850 2.18 0.9854
2.19 0.9857 2.20 0.9861 2.21 0.9864
2.22 0.9868 2.23 0.9871 2.24 0.9875
2.25 0.9878 2.26 0.9881 2.27 0.9884
2.28 0.9887 2.29 0.9890 2.30 0.9893
2.31 0.9896 2.32 0.9898 2.33 0.99010
2.34 0.99040 2.35 0.99060 2.36 0.99090
2.37 0.99110 2.38 0.99130 2.39 0.99160
2.40 0.99180 2.41 0.99202 2.42 0.99224
2.43 0.99245 2.44 0.99266 2.45 0.99286
2.46 0.99305 2.47 0.99324 2.48 0.99343
2.49 0.99361 2.50 0.99379 2.51 0.99396
2.52 0.99413 2.53 0.99430 2.54 0.99446
2.55 0.99461 2.56 0.99477 2.57 0.99492
x Φ(x) x Φ(x) x Φ(x)
2.58 0.99506 2.59 0.99520 2.60 0.99534
2.61 0.99547 2.62 0.99560 2.63 0.99573
2.64 0.99585 2.65 0.99598 2.66 0.99609
2.67 0.99621 2.68 0.99632 2.69 0.99643
2.70 0.99653 2.71 0.99664 2.72 0.99674
2.73 0.99683 2.74 0.99693 2.75 0.99702
2.76 0.99711 2.77 0.99720 2.78 0.99728
2.79 0.99736 2.80 0.99744 2.81 0.99752
2.82 0.99760 2.83 0.99767 2.84 0.99774
2.85 0.99781 2.86 0.99788 2.87 0.99795
2.88 0.99801 2.89 0.99807 2.90 0.99813
2.91 0.99819 2.92 0.99825 2.93 0.99831
2.94 0.99836 2.95 0.99841 2.96 0.99846
2.97 0.99851 2.98 0.99856 2.99 0.99861
3.00 0.99865 3.01 0.99869 3.02 0.99874
3.03 0.99878 3.04 0.99882 3.05 0.99886
3.06 0.99889 3.07 0.99893 3.08 0.99896
3.09 0.99900 3.10 0.99903 3.11 0.99906
3.12 0.99910 3.13 0.99913 3.14 0.99916
3.15 0.99918 3.16 0.99921 3.17 0.99924
3.18 0.99926 3.19 0.99929 3.20 0.99931
3.21 0.99934 3.22 0.99936 3.23 0.99938
3.24 0.99940 3.25 0.99942 3.26 0.99944
3.27 0.99946 3.28 0.99948 3.29 0.99950
3.30 0.99952
TABLE 4 (continued). THE NORMAL DISTRIBUTION FUNCTION
The critical table below gives on the left the range of values of x for which Φ(x) takes the value on the right, correct to the last figure given; in critical
cases, take the upper of the two values of Φ(x) indicated.
x Φ(x) x Φ(x) x Φ(x) x Φ(x)
3.075 0.9990 3.263 0.9994 3.731 0.99990 3.916 0.99995
3.105 0.9990 3.320 0.9995 3.759 0.99991 3.976 0.99996
3.138 0.9991 3.389 0.9996 3.791 0.99992 4.055 0.99997
3.174 0.9992 3.480 0.9997 3.826 0.99993 4.173 0.99998
3.215 0.9993 3.615 0.9999 3.867 0.99994 4.417 0.99999
3.215 0.9994 4.417 1.00000
When x > 3.3 the formula 1 − Φ(x) ≈ (e−½ x² / x√(2π)) [1 − 1/x² + 3/x4 − 15/x6 + 105/x8] is very accurate, with relative error less than 945/x10.