Evaluates the normal (Gaussian) cumulative probability distribution
function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double Normal(
double x
)
Public Shared Function Normal (
x As Double
) As Double
public:
static double Normal(
double x
)
static member Normal :
x : float -> float
Parameters
- x
- Type: SystemDouble
A double scalar value representing the argument at which the
function is to be evaluated.
Return Value
Type:
Double
A
double scalar value representing the probability that a
normal variable takes a value less than or equal to
x.
Remarks
Method
Cdf.Normal evaluates the distribution function,
, of a standard normal (Gaussian) random
variable, that is,
The value of the distribution function at the point
x is the probability that the random variable
takes a value less than or equal to
x.
The standard normal distribution (for which Cdf.Normal is
the distribution function) has mean of 0 and variance of 1. The
probability that a normal random variable with mean and variance is less than
y is given by Cdf.Normal evaluated at .
is evaluated by use of the
complementary error function, erfc. The relationship is:
See Also