pub fn normal_two_sided_probability(z: f64) -> f64Expand description
Two-sided standard-normal probability P(|Z| ≥ |z|), evaluated directly
without subtracting a CDF from one.
Two-sided standard-normal probability P(|Z| ≥ |z|).
The exact symmetric identity is erfc(|z|/√2). Evaluating that identity
directly avoids both the cancellation in 2·(1 − Φ(|z|)) and an
unnecessary rounding from multiplying a one-sided tail by two.