|
|
| Line 1: |
Line 1: |
| | + | #REDIRECT [[Normal distribution#CumNormal]] |
| | [[Category: Analytic Distribution Functions]] | | [[Category: Analytic Distribution Functions]] |
| | [[Category: Distribution Densities library functions]] | | [[Category: Distribution Densities library functions]] |
| − | [[Category:Doc Status C]] <!-- For Lumina use, do not change --> | + | [[Category: Cumulative distribution functions]] |
| − | | |
| − | == CumNormal(X, mean, stddev) ==
| |
| − | Returns the cumulative probability
| |
| − | | |
| − | :<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>
| |
| − | | |
| − | for a [[Normal|normal distribution]] with a given mean and standard deviation. «Mean» and «stddev» are optional and default to ''Mean = 0'', ''stddev = 1''.
| |
| − | | |
| − | :<code>CumNormal(1) - CumNormal(-1) → .683</code>
| |
| − | | |
| − | i.e., 68.3% of the area under a normal distribution is contained within one standard deviation of the mean.
| |
| − | | |
| − | :[[image:CumNormalGraph.png]]
| |
| − | | |
| − | == Library ==
| |
| − | [[Distribution Densities Library]] ([[media:Distribution Densities.ana|Distribution Densities.ana]])
| |
| − | :Use [[File menu|File]] → '''Add Library...''' to add this library
| |
| − | | |
| − | == See Also ==
| |
| − | * [[CumNormalInv]] -- the inverse cumulative density
| |
| − | * [[Normal]] -- The normal distribution
| |
| − | * [[Erf]] -- The closely related error function
| |
| − | * [[Sigmoid]](x) -- Another sigmoidal-shaped function
| |
| − | * [[Distribution Densities Library]]
| |
| − | * [[media:Distribution Densities.ana|Distribution Densities.ana]]
| |
Enable comment auto-refresher