functioncumulative
Cumulative distribution function of normal distribution
Extends from Modelica.Math.Distributions.Interfaces.partialCumulative (Common interface of cumulative distribution functions).
Information
Syntax
Normal.cumulative(u, mu=0, sigma=1);
Description
This function computes the cumulative distribution function according to a normal distribution with mean value mu and standard deviation sigma (variance = sigma2). The returned value y is in the range:
0 ≤ y ≤ 1
Plot of the function:
For more details, see Wikipedia.
Example
cumulative(0.5) // = 0.6914624612740131 cumulative(0,1,0.5) // = 0.15865525393145707
See also
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | u (from partialCumulative) | Value over the real axis (-inf < u < inf) | |
| Real | mu | 0 | Expectation (mean) value of the normal distribution |
| Real | sigma | 1 | Standard deviation of the normal distribution |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | y (from partialCumulative) | Value in the range 0 <= y <= 1 |
Revisions
| Date | Description | ||
|---|---|---|---|
| June 22, 2015 |
|
