SUBROUTINE NDTRI PURPOSE COMPUTES X = P**(-1)(Y), THE ARGUMENT X SUCH THAT Y= P(X) = THE PROBABILITY THAT THE RANDOM VARIABLE U, DISTRIBUTED NORMALLY(0,1), IS LESS THAN OR EQUAL TO X. F(X), THE ORDINATE OF THE NORMAL DENSITY, AT X, IS ALSO COMPUTED. USAGE CALL NDTRI(P,X,D,IER) DESCRIPTION OF PARAMETERS P - INPUT PROBABILITY. X - OUTPUT ARGUMENT SUCH THAT P = Y = THE PROBABILITY THAT U, THE RANDOM VARIABLE, IS LESS THAN OR EQUAL TO X. D - OUTPUT DENSITY, F(X). IER - OUTPUT ERROR CODE = -1 IF P IS NOT IN THE INTERVAL (0,1), INCLUSIVE. X=D=.99999E+74 IN THIS CASE = 0 IF THERE IS NO ERROR. SEE REMARKS, BELOW. REMARKS MAXIMUM ERROR IS 0.00045. IF P = 0, X IS SET TO -(10)**74. D IS SET TO 0. IF P = 1, X IS SET TO (10)**74. D IS SET TO 0. SUBROUTINES AND SUBPROGRAMS REQUIRED NONE METHOD BASED ON APPROXIMATIONS IN C. HASTINGS, APPROXIMATIONS FOR DIGITAL COMPUTERS, PRINCETON UNIV. PRESS, PRINCETON, N.J., 1955. SEE EQUATION 26.2.23, HANDBOOK OF MATHEMATICAL FUNCTIONS, ABRAMOWITZ AND STEGUN, DOVER PUBLICATIONS, INC., NEW YORK.