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))); }