The cumulative of the unit normal distribution is given by
Phi(z)=1/2[1+erf(z/sqrt(2))].
Array API Standard Support
erf has experimental support for Python Array API Standard compatible
backends in addition to NumPy. Please consider testing these features
by setting an environment variable SCIPY_ARRAY_API=1 and providing
CuPy, PyTorch, JAX, or Dask arrays as array arguments. The following
combinations of backend and device (or other capability) are supported.
Milton Abramowitz and Irene A. Stegun, eds.
Handbook of Mathematical Functions with Formulas,
Graphs, and Mathematical Tables. New York: Dover,
1972. http://www.math.sfu.ca/~cbm/aands/page_297.htm