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From "Phil Steitz" <phil.ste...@gmail.com>
Subject Re: [math] normal distribution - probability mass function?
Date Sat, 26 Apr 2008 22:46:01 GMT
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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