Evaluates the normal (Gaussian) probability density function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double Normal(
	double x,
	double mean,
	double stdev
)
Visual Basic (Declaration)
Public Shared Function Normal ( _
	x As Double, _
	mean As Double, _
	stdev As Double _
) As Double
Visual C++
public:
static double Normal(
	double x, 
	double mean, 
	double stdev
)

Parameters

x
Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
mean
Type: System..::.Double
A double scalar value containing the mean.
stdev
Type: System..::.Double
A double scalar value containing the standard deviation.

Return Value

A double containing the value of the probability density function at x

Remarks

The probability density function for a normal distribution is given by

\frac{1}{\sigma \sqrt{2\pi}} {e}^{
            \frac{{-(x - \mu)}^2}{{2 {\sigma}^2}} }
where \mu and \sigma are the conditional mean and standard deviation.

See Also