/// <summary> /// Complemented cumulative distribution function. /// </summary> /// /// <returns> /// The area under the Gaussian p.d.f. integrated /// from the given value to positive infinity. /// </returns> /// public static double Complemented(double value) { return(0.5 * Special.Erfc(value / Constants.Sqrt2)); }
/// <summary> /// Normal cumulative distribution function. /// </summary> /// <returns> /// The area under the Gaussian p.d.f. integrated /// from minus infinity to the given value. /// </returns> /// public static double Function(double value) { return(0.5 * Special.Erfc(-value / Constants.Sqrt2)); }