FUNCTION XNORM(ALF,XMEAN,SIG) C COMPUTES THE PERCENTILES OF THE NORMAL DISTRIBUTION N(XMEAM,SIG) C PARAMETERS C ALF - PROBABILITY INTEGRAL FROM NEGATIVE INFINITY TO XNORM C XMEAN - POPULATION MEAN C SIG - POPULATION STANDARD DEVIATION C XNORM - COPMUTED ABSCISSA VALUE OF N(XMEAN,SIG) CORRESPONDING TO C PROBABILITY ALF C ACCURACY BETTER THAN THAN 0.00045 0120 IMPLICIT REAL*8(A-H,O-Z) 0130 DIMENSION C(6) 0140 DATA C/2.515517D0,0.802853D0,0.010328D0,1.432788D0,0.189269D0, 0150 * 0.001308D0/ 0160 IF(ALF .GE. 1D0 .OR. ALF .LE. 0D0) GO TO 20 0170 SIGN = -1. 0180 P = ALF 0190 IF(ALF .LT. 0.5D0) GO TO 10 0200 SIGN = 1. 0210 P = 1. - ALF 0220 10 T = DSQRT(DLOG(1./P**2)) 0230 T2 = T * T 0240 T3 = T * T2 0250 XP = T - (C(1)+C(2)*T+C(3)*T2) / (1.+C(4)*T+C(5)*T2+C(6)*T3) 0260 XP = XP * SIGN 0270 XNORM = XMEAN + XP * SIG 0280 RETURN 0290 20 WRITE(6,1001) ALF 0300 1001 FORMAT(10X,'XNORM INPUT PROBABILITY=',E20.10) 0310 XNORM = 0. 0320 RETURN 0330 END 0340