functiondensity

Density of normal distribution

Extends from Modelica.Math.Distributions.Interfaces.partialDensity (Common interface of probability density functions).

Information

Syntax

Normal.density(u, mu=0, sigma=1);

Description

This function computes the probability density function according to a normal distribution with mean value mu and standard deviation sigma (variance = sigma2). Plot of the function:

For more details, see Wikipedia.

Example

density(0.5)     // = 0.3520653267642995
density(3,1,0.5) // = 0.00026766045152977074

See also

Normal.cumulative, Normal.quantile.

Inputs

TypeNameDefaultDescription
Realu (from partialDensity)Random number over the real axis (-inf < u < inf)
Realmu0Expectation (mean) value of the normal distribution
Realsigma1Standard deviation of the normal distribution

Outputs

TypeNameDefaultDescription
Realy (from partialDensity)Density of u

Revisions

Date Description
June 22, 2015
DLR logo Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control