Interface StandardCumulativeNormal
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- All Known Implementing Classes:
CumulativeNormalHastings
,CumulativeNormalMarsaglia
public interface StandardCumulativeNormal
The cumulative Normal distribution function describes the probability of a Normal random variable falling in the interval \((-\infty, x]\). It is defined as: /[ F(x;\,\mu,\sigma^2) = \Phi\left(\frac{x-\mu}{\sigma}\right) = \frac12\left[\, 1 + \operatorname{erf}\left(\frac{x-\mu}{\sigma\sqrt{2}}\right)\,\right],\quad x\in\mathbb{R} /] The R equivalent function ispnorm
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
evaluate(double x)
Evaluate \(F(x;\,\mu,\sigma^2)\).
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