/// <summary>
/// Cumulative Density Function
/// </summary>
/// <see cref="https://en.wikipedia.org/wiki/Cumulative_distribution_function"/>
public override double Cdf(double x)
{
if (x < 0)
{
throw new ArgumentOutOfRangeException(nameof(x), "value must not be negative");
}
else if (x == 0)
{
return(0.0);
}
return(0.5 + ProbabilityIntegral.Erf((Math.Log(x) - Mu) / Sigma / Math.Sqrt(2)) / 2.0);
}
/// <summary>
/// Cumulative Density Function
/// </summary>
/// <see cref="https://en.wikipedia.org/wiki/Cumulative_distribution_function"/>
public override double Cdf(double x)
{
return(0.5 + ProbabilityIntegral.Erf((x - Mean) / (Math.Sqrt(2) * StandardError)) / 2.0);
}