f90: Insert a random variable (x) from a normal distribution with mean (mu) and standard deviation (std) and get the zscore and Prob(Z =< zscore) (i.e. the area under the curve). *.exe and *.out are the Windows and Linux executables.

ztest.exe

ztest.f90

PROGRAM ztest

IMPLICIT NONE

! Declarations

REAL:: x, mu, std, pi=3.1416
REAL:: y, z, erf, cdf, gausserf
 CHARACTER(1):: exiit

! 2.Opening prints

PRINT*,
PRINT*,
PRINT*, 'This program is written by Mohammad A. Nilforooshan.'
PRINT*, 'All rights reserved.'
PRINT*, 'http://sites.google.com/site/mannprofile/'

! Ask for the input values

PRINT*,
PRINT*,
PRINT*, '    (x - mu)'
PRINT*, 'z = --------'
PRINT*, '      std   '
PRINT*,
PRINT*,
PRINT*, 'Insert the following values.'
PRINT*, 'x ='
READ*, x
PRINT*, 'mu ='
READ*, mu
PRINT*, 'std ='
READ*, std

! Estimate z value

z=(x-mu)/std

! Predefinitions for extreme z values

IF (-3.04 > z) THEN
    PRINT*,
    PRINT*,
    WRITE(*,'(A,1F8.4)') 'z = ',z
    WRITE(*,'(A,1F8.4,A)') 'P(z =< ',z,') < 0.001'
    STOP
ELSE IF (3.04 < z) THEN
    PRINT*,
    PRINT*,
    WRITE(*,'(A,1F7.4)') 'z = ',z
    WRITE(*,'(A,1F7.4,A)') 'P(z =< ',z,') > 0.999'
    STOP
ELSE
    CONTINUE
END IF

! Calculations

 y=z/SQRT(2.)
 erf=gausserf(y)
 cdf=0.5*(1+erf)

! Print the results on the screen

PRINT*,
PRINT*,
WRITE(*,'(A,1F7.4)') 'z = ',z
WRITE(*,'(A,1F7.4,A,1F6.4)') 'P(z =< ',z,') = ',cdf

! Finished

PRINT*,
PRINT*,
PRINT*, 'Press any key to exit.'
READ*, exiit

IF (exiit=='a') THEN
GO TO 82
END IF

82 END PROGRAM ztest

! Introducing Gauss error function

REAL FUNCTION gausserf(a)
REAL:: a, pi=3.1416
gausserf=(0.0002/SQRT(pi))*((a/0.0001)-((a**3)/0.0003)+((a**5)/0.001) &
-((a**7)/0.0042)+((a**9)/0.0216)-((a**11)/0.132)+((a**13)/0.936) &
-((a**15)/7.56)+((a**17)/68.544)-((a**19)/689.472)+((a**21)/7620.48) &
-((a**23)/91808.64)+((a**25)/1197504.)-((a**27)/16812956.16) &
+((a**29)/252817044.5))
RETURN
END

ztest.out