pub fn normal_cdf(x: f64) -> f64
The standard normal CDF Φ(x), through the regularized lower incomplete gamma function: Φ(x) = ½(1 + sgn(x)·P(½, x²/2)).
Φ(x)
Φ(x) = ½(1 + sgn(x)·P(½, x²/2))