public override double GetCDF(double x)
{
return(0.5 + 0.5 * ErrorFunction.GetErf((x - mMean) / (Constants.Sqrt2 * mStdDev)));
}
/// <summary>
/// Return the percentile (i.e. cdf) at value test_statistic = q where test_statistic ~ N(0, 1)
/// </summary>
/// <param name="q"></param>
/// <returns></returns>
public static double GetPercentile2(double q)
{
return(0.5 + 0.5 * ErrorFunction.GetErf(q / Constants.Sqrt2));
}
public override double GetCDF(double x)
{
return(0.5 + 0.5 * ErrorFunction.GetErf((System.Math.Log(x) - mu) / (Constants.Sqrt2 * sigma)));
}