The exponential and uniform distributions have simple cumulative functions, whereas the normal distribution does not, being proportional to the so-called error function erf(x) , given by \begin{equation*} P(x) = \frac{1}{\sqrt{2\pi}}\int_{-\infty}^x\exp{\left(-\frac{t^2}{2}\right)}dt, \end{equation*} which is difficult to evaluate in a quick way.