NormalDistribution Class Reference

The normal distribution. More...

#include <distributions.h>

Inheritance diagram for NormalDistribution:

Distribution

List of all members.

Public Member Functions

 NormalDistribution (double mu, double sigma)
 Initializes the $N(\mu,\sigma)$ distribution.
double pdf (double x) const
double cdf (double x) const
 Returns the $P(X \le x)$ where $ X \sim N(\mu,\sigma)$.
double icdf (double p) const

Private Attributes

const double mu
const double sigma


Detailed Description

The normal distribution.

Constructor & Destructor Documentation

NormalDistribution::NormalDistribution ( double  mu,
double  sigma 
)

Initializes the $N(\mu,\sigma)$ distribution.

Parameters:
mu : The mean, $\mu$.
sigma : The square root of the variance, $\sigma$.


Member Function Documentation

double NormalDistribution::pdf ( double  x  )  const

double NormalDistribution::cdf ( double  x  )  const

Returns the $P(X \le x)$ where $ X \sim N(\mu,\sigma)$.

Parameters:
x : the limit $x$ in $P(X \le x)$.
Specifically, $P(X \le x)=\frac{1}{2} \left( 1+erf( \frac{x-\mu}{\sigma \sqrt{2}} )\right)$.

double NormalDistribution::icdf ( double  p  )  const


Member Data Documentation

const double NormalDistribution::mu [private]

const double NormalDistribution::sigma [private]


The documentation for this class was generated from the following files:

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