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/usr/share/doc/ruby-gsl/examples/cdf.rb is in ruby-gsl 2.1.0.3+dfsg1-1build1.

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#!/usr/bin/env ruby
require("gsl")

x = 2.0

P = GSL::Cdf::ugaussian_P(x);
printf("prob(x < %f) = %f\n", x, P);

Q = GSL::Cdf::ugaussian_Q(x);
printf("prob(x > %f) = %f\n", x, Q);

x = GSL::Cdf::ugaussian_Pinv(P);
printf("Pinv(%f) = %f\n", P, x);

x = GSL::Cdf::ugaussian_Qinv(Q);
printf("Qinv(%f) = %f\n", Q, x);