It works?!

src/math.rs

@@ -0,0 +1,30 @@
+use std::f32;
+
+fn erfc(x: f32) -> f32 {
+    let z = x.abs();
+    let t = 1.0 / (1.0 + z / 2.0);
+    let r = t
+        * (-z * z - 1.26551223
+            + t * (1.00002368
+                + t * (0.37409196
+                    + t * (0.09678418
+                        + t * (-0.18628806
+                            + t * (0.27886807
+                                + t * (-1.13520398
+                                    + t * (1.48851587 + t * (-0.82215223 + t * 0.17087277)))))))))
+            .exp();
+
+    if x < 0.0 {
+        2.0 - r
+    } else {
+        r
+    }
+}
+
+pub fn cdf(x: f32) -> f32 {
+    0.5 * erfc(-x / 2.0f32.sqrt())
+}
+
+pub fn pdf(x: f32) -> f32 {
+    1.0 / (2.0 * f32::consts::PI).sqrt() * (-((x / 1.0).powi(2) / 2.0)).exp()
+}