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@...> wrote:
> 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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