Lua Statistics Functions (LuaSF) is a small library which offers a clean, minimalistic but powerful API for discrete and continuous Pseudo-random variables mainly.
Add LuaSF.lua file inside your project.
Call it using require function.
It will return a table containing a set of functions.
-- Normal Distribution Probability
local a=5/100
print(st.normal_inv_D(a/2))
print(st.normal_inv_D(1-a/2))
--[[
--------------------------------------------
Print:
-1.9688213737864
1.9688213737864
--------------------------------------------
]]