Which java-library computes the cumulative standard normal distribution function?

Apache Commons - Math has what you are looking for.

More specifically, check out the NormalDistribution class.

If you want the exact code, this one seems to be the same function used in OpenOffice Calc (I've made some changes for it to work in java):

// returns the cumulative normal distribution function (CNDF)
// for a standard normal: N(0,1)
double CNDF(double x)
{
    int neg = (x < 0d) ? 1 : 0;
    if ( neg == 1) 
        x *= -1d;

    double k = (1d / ( 1d + 0.2316419 * x));
    double y = (((( 1.330274429 * k - 1.821255978) * k + 1.781477937) *
                   k - 0.356563782) * k + 0.319381530) * k;
    y = 1.0 - 0.398942280401 * Math.exp(-0.5 * x * x) * y;

    return (1d - neg) * y + neg * (1d - y);
}

Found it here: http://www.codeproject.com/Messages/2622967/Re-NORMSDIST-function.aspx

A co-worker suggested colt, as he used it before. This function has exactly the result as the example in the reference document.