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From "Will Glass-Husain" <wgl...@forio.com>
Subject Re: [math] normal distribution - probability mass function?
Date Sat, 26 Apr 2008 23:01:26 GMT
Hi Phil,

That makes sense -- Thanks!

I used this formula in Excel and did a comparison with Excel-- it matched
exactly (at 5 decimal places).  Maybe it would make sense to add it in, just
for comprehensiveness?  But not a big deal.

I don't think I've posted with a Math question before, but as long as I'm
here-- to me Commons-Math is one one of the unsung niche heroes of Apache.
Serves a specific need, nicely documented, works well.  I use it extensively
in a particular app, but rarely have questions about it since it just
works.  Thanks to you and the other authors for creating it.

Cheers, WILL



On Sat, Apr 26, 2008 at 3:46 PM, Phil Steitz <phil.steitz@gmail.com> wrote:

> On Sat, Apr 26, 2008 at 3:07 PM, Will Glass-Husain <wglass@forio.com>
> 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
>
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-- 
Forio Business Simulations

Will Glass-Husain
415 440-7500x89
wglass@forio.com
www.forio.com

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