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| − | [[category:Analytic Distribution Functions]] | + | #REDIRECT [[Normal distribution#CumNormal]] |
| − | [[Category:Doc Status C]] <!-- For Lumina use, do not change --> | + | [[Category: Analytic Distribution Functions]] |
| − | | + | [[Category: Cumulative distribution functions]] |
| − | = CumNormal(X, mean, stddev) =
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| − | Returns the cumulative probability
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| − | :<math>p = Pr[x \le X] = {1\over{\sigma \sqrt{2\pi}}} \int_{-\infty}^x exp\left(- {1\over 2} {{(X-\mu)^2}\over\sigma^2}\right)</math>
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| − | for a [[Normal|normal distribution]] with a given mean and standard deviation. «Mean» and «stddev» are optional and default to ''Mean = 0'', ''stddev = 1''.
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| − | :<code>CumNormal(1) - CumNormal( -1 )</code> → .683 | |
| − | i.e., 68.3% of the area under a normal distribution is contained
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| − | within one standard deviation of the mean.
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| − | [[image:CumNormalGraph.png]]
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| − | = See Also =
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| − | * [[CumNormalInv]] -- the inverse cumulative density
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| − | * [[Normal]] -- The normal distribution
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| − | * [[Erf]] -- The closely related error function
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| − | * [[Sigmoid]](x) -- Another sigmoidal-shaped function
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