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