CDF and PDF without SciPy

stats.py

#Taken from http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.norm.html
def pdf(x):
    """Normal probably distribution function."""
    return exp(-x**2/2)/sqrt(2*pi)

#Taken from http://stackoverflow.com/a/809402/600247
def erfcc(x):
    """Complementary error function."""
    z = abs(x)
    t = 1. / (1. + 0.5*z)
    r = t * exp(-z*z-1.26551223+t*(1.00002368+t*(.37409196+
        t*(.09678418+t*(-.18628806+t*(.27886807+
        t*(-1.13520398+t*(1.48851587+t*(-.82215223+
        t*.17087277)))))))))
    if (x >= 0.):
        return r
    else:
        return 2. - r

def cdf(x):
    """Cumulative normal distribution function."""
    return 1. - 0.5*erfcc(x/(2**0.5))