Summary
Normal cumulative distribution function (CDF).Unit
Probabilities
Declaration
Procedure NormalCDF(X: TDenseMtxVec; mu, sigma: TSample; Res: TDenseMtxVec);
Description
Calculates the normal CDF for vector X using the parameters Mu and Sigma. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.Declaration
Function NormalCDF(x, mu, sigma: TSample): TSample;
Result
the normal cumulative distribution function (CDF) for value x using the parameters mu (mean value) and sigma (standard deviation). Sigma must be positive value, otherwise the result is NAN. The normal cumulative distribution function is defined by the following equation:
where m (mu) is mean value and s is standard deviation (sigma).
The result of NormalCDF is the probability that a single observation from a normal distribution with parameters mu and sigma will fall in the interval (-infinity,x].
Categories
Continuous probabilities| See Also |
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| NormalPDF |
| NormalCDFInv |
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