python - How to calculate cumulative normal distribution?

Question

I am looking for a function in Numpy or Scipy (or any rigorous Python library) that will give me the cumulative normal distribution function in Python.

Answer 1

Here's an example:

>>> from scipy.stats import norm
>>> norm.cdf(1.96)
0.9750021048517795
>>> norm.cdf(-1.96)
0.024997895148220435

In other words, approximately 95% of the standard normal interval lies within two standard deviations, centered on a standard mean of zero.

If you need the inverse CDF:

>>> norm.ppf(norm.cdf(1.96))
array(1.9599999999999991)