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Erf(x)

Returns error function ((also called the Gauss error function, inverse of the Normal PDF), e.g., Erf(1.0)=0.842701.

NormalPDF(x, mu, sigma)

Returns the value of PDF for the normal distribution given by mu and sigma at x.

NormalCDF(x, mu, sigma)

Returns the value of CDF for the normal distribution given by mu and sigma at x.