Probabilities.NormalCDF Function

Normal cumulative distribution function (CDF).

Pascal

function NormalCDF(x: double; Mu: double; sigma: double): double; overload;

Parameters	Description
x	Function domain, real value.
Mu	Distribution location parameter, real value.
sigma	Distribution scale parameter, real positive value.

Returns

the normal cumulative distribution function (CDF) for value x using the parameters Mu (mean value) and sigma (standard deviation). Sigma must be positive value, otherwise the result is NAN.

Description

The normal cumulative distribution function is defined by the following equation:

where Mu is mean value and sigma is standard deviation. The result of NormalCDF is the probability that a single observation from a normal distribution with parameters Mu and sigma will fall in the interval (-infinity,x].