public class Gaussian
extends java.lang.Object
| Constructor and Description |
|---|
Gaussian() |
| Modifier and Type | Method and Description |
|---|---|
static void |
main(java.lang.String[] args) |
static double |
phi(double x)
Returns phi(x) = standard Gaussian pdf
|
static double |
Phi(double z)
Returns Phi(z) = standard Gaussian cdf using Taylor approximation
|
static double |
phi(double x,
double mu,
double sigma)
Returns phi(x, mu, signma) = Gaussian pdf with mean mu and stddev sigma
|
static double |
Phi(double z,
double mu,
double sigma)
Returns Phi(z, mu, sigma) = Gaussian cdf with mean mu and stddev sigma
|
static double |
PhiInverse(double y)
Computes z such that Phi(z) = y via bisection search
|
public static double phi(double x)
x - public static double phi(double x,
double mu,
double sigma)
x - mu - sigma - public static double Phi(double z)
z - public static double Phi(double z,
double mu,
double sigma)
z - mu - sigma - public static double PhiInverse(double y)
y - public static void main(java.lang.String[] args)