On Sat, Apr 26, 2008 at 3:07 PM, Will Glass-Husain <[EMAIL PROTECTED]> wrote: > Hi, > > I'm looking to include the capability in a project to calculate both the > cumulative normal distribution as well as the normal probability mass > function. (similar to Excel's NORMDIST function). > > I see that NormalDistribution has a method to return the cumulative > probability, but does not have the probability function itself. Can anyone > comment on why this missing? (or if there's an alternative way to calculate > what I'm looking for?) > > Thanks in advance, > > WILL >
Commons-math does not currently provide numerical estimates of probability density functions for continuous distributions. I guess this is because most applications need just need probabilities or quantiles. I am not sure how good the numerics of the definitional formula for the normal pdf is, but you could just implement that directly. See, e.g. http://mathworld.wolfram.com/GaussianFunction.html. Phil --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
