Package DistLib
Class normal
java.lang.Object
DistLib.normal
-
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic double
cumulative
(double x, double mu, double sigma) DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W.static double
density
(double x, double mu, double sigma) The Normal Density Functionstatic double
quantile
(double p, double mu, double sigma) static double
static double
static double
random_AhrensDieter
(uniform PRNG)
-
Constructor Details
-
normal
public normal()
-
-
Method Details
-
density
public static double density(double x, double mu, double sigma) The Normal Density Function -
cumulative
public static double cumulative(double x, double mu, double sigma) DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W. J. Cody, Math. Comp., 1969, 631-637. This transportable program uses rational functions that theoretically approximate the normal distribution function to at least 18 significant decimal digits. The accuracy achieved depends on the arithmetic system, the compiler, the intrinsic functions, and proper selection of the machine-dependent constants. REFERENCE Cody, W. D. (1993). ALGORITHM 715: SPECFUN - A Portable FORTRAN Package of Special Function Routines and Test Drivers". ACM Transactions on Mathematical Software. 19, 22-32. -
quantile
public static double quantile(double p, double mu, double sigma) -
random
-
random_AhrensDieter
-
random
-