Interface StandardCumulativeNormal

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 is pnorm.

See Also:
  • Method Summary

    Modifier and Type
    Method
    Description
    double
    evaluate(double x)
    Evaluate \(F(x;\,\mu,\sigma^2)\).
  • Method Details

    • evaluate

      double evaluate(double x)
      Evaluate \(F(x;\,\mu,\sigma^2)\).
      Parameters:
      x - x
      Returns:
      \(F(x;\,1,1)\)