The GAUSS_CVF function computes the cutoff value V in a standard Gaussian (normal) distribution with a mean of 0.0 and a variance of 1.0 such that the probability that a random variable X is greater than V is equal to a user-supplied probability P .
This routine is written in the IDL language. Its source code can be found in the file
subdirectory of the IDL distribution.
Use the following command to compute the cutoff value in a Gaussian distribution such that the probability that a random variable X is greater than the cutoff value is 0.025. The result should be 1.95997.