diff --git a/test/ruby/test_math.rb b/test/ruby/test_math.rb
index 4d819d7..da50e9f 100644
--- a/test/ruby/test_math.rb
+++ b/test/ruby/test_math.rb
@@ -218,6 +218,14 @@ class TestMath < Test::Unit::TestCase
     check(0, Math.erfc(1.0 / 0.0))
   end
 
+  def test_normcdf
+    check(0.5, Math.normcdf(0))
+    check(0.9772498680518208, Math.normcdf(2))
+    check(1.0, Math.normcdf(-2) + Math.normcdf(2))
+    check(1.0, Math.normcdf(Float::INFINITY))
+    check(0.0, Math.normcdf(-Float::INFINITY))
+  end
+
   def test_gamma
     sqrt_pi = Math.sqrt(Math::PI)
     check(4 * sqrt_pi / 3, Math.gamma(-1.5))