diff --git a/math.c b/math.c
index a09d605..90d5ce0 100644
--- a/math.c
+++ b/math.c
@@ -777,6 +777,30 @@ math_erfc(VALUE obj, VALUE x)

 /*
  * call-seq:
+ *    Math.normcdf(x)  -> Float
+ *
+ *  Calculates cumulative distribution function (CDF) of the standard normal distribution for +x+.
+ *
+ *  Domain: (-INFINITY, INFINITY)
+ *
+ *  Codomain: (0.0, 1.0)
+ *
+ *    Math.normcdf(0) #=> 0.5
+ *
+ */
+
+static VALUE
+math_normcdf(VALUE obj, VALUE x)
+{
+    double d0, d;
+    Need_Float(x);
+    d0 = RFLOAT_VALUE(x);
+    d = 0.5 * (1.0 + erf(d0 / sqrt(2)));
+    return DBL2NUM(d);
+}
+
+/*
+ * call-seq:
  *    Math.gamma(x)  -> Float
  *
  *  Calculates the gamma function of x.
@@ -1010,6 +1034,8 @@ Init_Math(void)
     rb_define_module_function(rb_mMath, "erf",  math_erf,  1);
     rb_define_module_function(rb_mMath, "erfc", math_erfc, 1);

+    rb_define_module_function(rb_mMath, "normcdf",  math_normcdf,  1);
+
     rb_define_module_function(rb_mMath, "gamma", math_gamma, 1);
     rb_define_module_function(rb_mMath, "lgamma", math_lgamma, 1);
 }