Pdf.Normal Method

PdfNormal Method

Evaluates the normal (Gaussian) probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public static double Normal(
	double x,
	double mean,
	double stdev
)

Public Shared Function Normal ( 
	x As Double,
	mean As Double,
	stdev As Double
) As Double

public:
static double Normal(
	double x, 
	double mean, 
	double stdev
)

static member Normal : 
        x : float * 
        mean : float * 
        stdev : float -> float

x: Type: SystemDouble
A double scalar value representing the argument at which the function is to be evaluated.
mean: Type: SystemDouble
A double scalar value containing the mean.
stdev: Type: SystemDouble
A double scalar value containing the standard deviation.

Type: Double
A double containing the value of the probability density function at x

Remarks

The probability density function for a normal distribution is given by

$\frac{1}{\sigma \sqrt{2\pi}} {e}^{ \frac{{-(x - \mu)}^2}{{2 {\sigma}^2}} }$

where $\mu$ and $\sigma$ are the conditional mean and standard deviation.