CDF

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Evaluates the standard normal cumulative density function.

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Interface
CDF
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Interface

C++

CDF

doubleCDF( double x )[inline]

This function evaluates the standard normal cumulative density function, which is the area under the Gaussian probability density function, integrated over the range $\inline [-\infty, x]$ :

$CDF_{stdnorm}(x) = \frac{1}{\sqrt{2 \pi}} \int_{-\infty}^x e^{-t^2/2} \: dt = \frac{1}{2}(1+erf(z))$

(2)

where $\inline z=x/\sqrt 2$ and erf is the error function computed using errorFn.

This function has the following form:

There is an error with your graph parameters for CDF with options x=-4:4

Error Message:Function CDF failed. Ensure that: Invalid C++

Example 1

#include <iostream>
#include <codecogs/statistics/distributions/continuous/stdnormal/cdf.h>
using namespace std;
int main()
{
  cout << "standard normal CDF (0.3) = ";
  cout << Stats::Dists::Continuous::StdNormal::CDF(0.3) << endl;
  return 0;
}

Output:

standard normal CDF (0.3) = 0.617911

References

http://mathworld.wolfram.com/StandardNormalDistribution.html

Parameters

x	The upper limit on the integral

Authors

Lucian Bentea (September 2005)

Source Code

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