Probabilities.NormalPDF Method

Overload List

#SignatureDescription
1procedure NormalPDF(const X: TDenseMtxVec; const Mu: TDenseMtxVec; const sigma: TDenseMtxVec; const Res: TDenseMtxVec);Normal distribution PDF (vectorized).
2procedure NormalPDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec);Normal distribution PDF (vectorized).
3function NormalPDF(x: Double; Mu: Double; sigma: Double): Double;Normal (Gaussian) probability density function (PDF).

Overload 1: procedure NormalPDF(const X: TDenseMtxVec; const Mu: TDenseMtxVec; const sigma: TDenseMtxVec; const Res: TDenseMtxVec);

Normal distribution PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix.
2MuDistribution location parameter, real vector or matrix.
3sigmaDistribution scale parameter, real positive vector or matrix.
4ResAfter calculation stores the PDF calculated from X, Mu and sigma. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: procedure NormalPDF(const X: TDenseMtxVec; Mu: Double; sigma: Double; const Res: TDenseMtxVec);

Normal distribution PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix.
2MuDistribution location parameter, real value.
3sigmaDistribution scale parameter, real positive value.
4ResAfter calculation stores the PDF calculated from X, Mu and sigma. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 3: function NormalPDF(x: Double; Mu: Double; sigma: Double): Double;

Normal (Gaussian) probability density function (PDF).

#NameDescription
1xFunction domain, any real value.
2MuDistribution location parameter (mean), any real value.
3sigmaDistribution scale parameter (standard deviation), real value > 0.

Returns: Double - the normal probability density function (PDF) at x for mean Mu and standard deviation sigma. Returns NAN when sigma <= 0.

Remarks:

Computes the normal PDF

PDF(x|mu,sigma )= 1/(sigma sqrt(2pi)) exp ( - ((x-mu)^2)/(2sigma ^2))

where mu (Mu) is the mean and sigma (sigma) the standard deviation. The special case mu=0,sigma=1 is the standard normal distribution. Domain: x in R, mu in R, sigma > 0. If sigma <= 0 the result is NAN.

Overloads: a scalar form (this one) and vectorized forms taking a TDenseMtxVec domain (vector or matrix), with the parameters supplied either as scalars or as per-element vectors; the result operand is auto-sized to the domain.

See Also: Probabilities.NormalCDF, Probabilities.NormalCDFInv