There's an essay about that, that also states:

The results are accurate in the range from _7 to 7

http://www.jsoftware.com/jwiki/Essays/Normal%20CDF

2015-03-12 6:57 GMT+01:00 'Bo Jacoby' via Programming <
[email protected]>:

> The probabilities are effectively zero.
>
>      Den 3:42 torsdag den 12. marts 2015 skrev Ryan <
> [email protected]>:
>
>
>
>  'normalcdf' gives different a result than R and Python for y < -7
>
> In J:
>
>   load'stats'
>   ([,:normalcdf) - i._10
>           _9          _8          _7          _6        _5        _4
>       _3        _2      _1  0
> _2.22045e_16 1.38778e_15 1.27998e_12 9.86588e_10 2.86652e_7 3.16712e_5
> 0.0013499 0.0227501 0.158655 0.5
>
> In R:
>
> > cat(pnorm(-9:0))
> 1.128588e-19 6.220961e-16 1.279813e-12 9.865876e-10 2.866516e-07
> 3.167124e-05 0.001349898 0.02275013 0.1586553 0.5
>
> Does anyone know why?
>
> thanks,
> Ryan
>
>
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