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gauss

Probability that a standard-normal value is between 0 and x.

v = gauss(x)

Returns norm_s_dist(x, true) - 0.5. Equivalent to half the integral of the standard normal PDF between 0 and x.

gauss(2) % ≈ 0.477
  • norm_s_dist — Standard-normal PDF or CDF.
  • phi — Standard-normal PDF value.