NormalDistribution Class Reference

The normal distribution. More...

#include <distributions.h>

Inheritance diagram for NormalDistribution:

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:

include/distributions.h
src/Statistics/distributions.cpp


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