In reply to charlie huang.

The PROB* functions are the old function that compute probabilities, just like the RAN* functions (RANUNI, RANNOR, RANGAM, etc) are the old functions for generating random variates and the *INV functions (GAMINV, BETAINV, etc) are the old quantile functions.

Use the newer CDF, PDF, RAND, and QUANTILE functions. The newer functions use the latest algorithms and can compute results in the tails of distributions that might trip up the older routines. For typical ranges of the parameters, you might not see any differences, but for extreme values I recommend the newer functions.