PHP mail Function does not work for Yahoo mail and Gmail

[keenlearner]

I am new to PHP. BTW i want to use the function mail() to send email purpose, but when i try my own Yahoo mail and Gmail, i don't receive any message however when i sent to my own website domain email, it works. Anyone know why ? thank's...

<?php
mail($email_address, $subject, $message);
?>

[ClarkF1]

It's not getting caught by spam filters is it.......

[keenlearner]

I check the spam inbox there is not message as well.....