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Probabilities.NormalCDF Method (double, double, double)

Normal cumulative distribution function (CDF).

Syntax
C#
Visual Basic
public static double NormalCDF(double x, double Mu, double sigma);
Parameters 
Description 
double x 
Function domain, real value. 
double Mu 
Distribution location parameter, real value. 
double sigma 
Distribution scale parameter, real positive value. 

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.

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].

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