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3.5.3.1.13 Foldnormcdf
Description
Computes the lower tail probability for the Folded Normal distribution.
- \[\begin{matrix}P(x) = \Phi \left( \frac{x + \mu}{\sigma} \right) - \Phi \left( \frac{\mu - x}{\sigma} \right)\end{matrix}\]
where Φ is the CDF function for the standard normal distribution
Syntax
double prob = foldnormcdf(x,mu,sigma)
Parameters
x
- Input, the value of the folded standard Normal variate \(\left[ -\infty ,+\infty \right]\)
mu
- Input, mean of the associated folded normal distribution .
sigma
- Input, standard deviation of the associated folded normal distribution.
prob
- Output, the returned probability.