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For a project I have a specification with formulas, I have to implement. In these formulas a cumulative standard normal distribution function exists, that takes a float and outputs a probability. The function is symbolized by a Φ. Exists a Java-library, that computes this function?

+2  A: 

Apache Commons - Math has what you are looking for.

More specifically, check out the NormalDistrubitionImpl class.

Yuval A
That seems to work too, as the colt-library. Thanks alot.
Mnementh
+1  A: 

A co-worker suggested colt, as he used it before. This function has exactly the result as the example in the reference document.

Mnementh
+1  A: 

SuanShu, a Java numerical analysis library, computes the normal distribution and many other statistical distributions.

Ryu