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From "Phil Steitz" <phil.ste...@gmail.com>
Subject Re: [math] normal distribution - probability mass function?
Date Sat, 26 Apr 2008 23:42:45 GMT
On Sat, Apr 26, 2008 at 4:01 PM, Will Glass-Husain <wglass@forio.com> wrote:
> 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.

We can talk about this.  Out of curiousity, what are you using this
(the pdf) for?
>
>  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.

Thanks!

Phil
>
>  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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