boostmath (version 1.0.0)

normal_distribution: Normal Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Normal distribution.

Usage

normal_pdf(x, mean = 0, sd = 1)
normal_lpdf(x, mean = 0, sd = 1)
normal_cdf(x, mean = 0, sd = 1)
normal_lcdf(x, mean = 0, sd = 1)
normal_quantile(p, mean = 0, sd = 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

Arguments

x

quantile

mean

mean parameter (default is 0)

sd

standard deviation parameter (default is 1)

p

probability (0 <= p <= 1)

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Normal distribution with mean = 0, sd = 1
normal_pdf(0)
normal_lpdf(0)
normal_cdf(0)
normal_lcdf(0)
normal_quantile(0.5)