/// <inheritdoc/>
/// <remarks>
/// If <c>x</c> is more than 40 standard deviations from the mean, 0 or 1
/// is returned, as in these cases the actual value is within
/// <c>Double.MinValue</c> of 0 or 1.
/// </remarks>
public override double cumulativeProbability(double x)
{
double dev = x - mean;
if (FastMath.abs(dev) > 40 * standardDeviation)
{
return(dev < 0 ? 0.0d : 1.0d);
}
return(0.5 * (1 + Erf.erf(dev / (standardDeviation * SQRT2))));
}
/// <inheritdoc/>
public new double probability(double x0, double x1)
{
if (x0 > x1)
{
throw new NumberIsTooLargeException <Double, Double>(new LocalizedFormats("LOWER_ENDPOINT_ABOVE_UPPER_ENDPOINT"), x0, x1, true);
}
double denom = standardDeviation * SQRT2;
double v0 = (x0 - mean) / denom;
double v1 = (x1 - mean) / denom;
return(0.5 * Erf.erf(v0, v1));
}