question: private static double ppnd ( double p ) { double q = p - 0.5 ; double r ; if ( Math . abs ( q ) <= SPLIT1 ) { r = CONST1 - q * q ; return q * ( ( ( AP3 * r + AP2 ) * r + AP1 ) * r + AP0 ) / ( ( ( BP3 * r + BP2 ) * r + BP1 ) * r + 1.0 ) ; } else { if ( q < 0.0 ) { r = p ; } else { r = 1.0 - p ; } if ( r <= 0.0 ) { return 0.0 ; } r = Math . sqrt ( - Math . log ( r ) ) ; double normalDev ; if ( r <= SPLIT2 ) { r -= CONST2 ; normalDev = ( ( ( CP3 * r + CP2 ) * r + CP1 ) * r + CP0 ) / ( ( DP2 * r + DP1 ) * r + 1.0 ) ; } else { r -= SPLIT2 ; normalDev = ( ( ( EP3 * r + EP2 ) * r + EP1 ) * r + EP0 ) / ( ( FP2 * r + FP1 ) * r + 1.0 ) ; } if ( q < 0.0 ) { normalDev = - normalDev ; } return normalDev ; } }
target:  ALGORITHM AS 241 APPL. STATIST. (1988) VOL. 37, NO. 3, 477-484. <p> Produces the normal deviate Z corresponding to a given lower tail area of P; Z is accurate to about 1 part in 10**7.