public static double NormalCdf(double x, double mean, double variance)
{
double centered = x - mean;
double ztrans = centered / (Math.Sqrt(variance) * Math.Sqrt(2));
return(0.5 * (1 + ProbabilityFunctions.Erf(ztrans)));
}
public static double StdNormalCdf(double x)
{
return(0.5 * (1 + ProbabilityFunctions.Erf(x * 1 / Math.Sqrt(2))));
}