Evaluates the normal (Gaussian) probability density for a given set of data.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class NormalDistribution : IProbabilityDistribution, 
	IDistribution
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class NormalDistribution _
	Implements IProbabilityDistribution, IDistribution
Visual C++
[SerializableAttribute]
public ref class NormalDistribution : IProbabilityDistribution, 
	IDistribution

Remarks

NormalDistribution evaluates the normal probability density of a given set of data, xData. If parameters are not supplied, the Eval method fits the normal probability density function to the data by first calculating the mean and standard deviation of xData. The normal probability density function is defined as:

f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{\frac{{-(x - \mu)}^2}{{2 \sigma}^2}}
where \mu and \sigma are the mean and standard deviation.

The DataMining package class NaiveBayesClassifier uses NormalDistribution as the default method to train continuous data.

Inheritance Hierarchy

System..::.Object
Imsl.Stat..::.NormalDistribution

See Also