/// <inheritdoc />
public override double LeftProbability(double x)
{
if (x <= 0.0)
{
return(0.0);
}
else
{
double s = Math.Sqrt(lambda / x);
double z1 = s * (x - mu) / mu;
double z2 = s * (x + mu) / mu;
return(NormalDistribution.Phi(z1) + Math.Exp(2.0 * lambda / mu) * NormalDistribution.Phi(-z2));
}
}
/// <inheritdoc />
public override double RightProbability(double x)
{
if (x <= 0.0)
{
return(1.0);
}
else
{
// Start from the left probability formula and use 1-\Phi(z) = \Phi(-z)
// This formula accurately reproduces very small probabilities in the right tail.
double s = Math.Sqrt(lambda / x);
double z1 = s * (x - mu) / mu;
double z2 = s * (x + mu) / mu;
return(NormalDistribution.Phi(-z1) - Math.Exp(2.0 * lambda / mu) * NormalDistribution.Phi(-z2));
}
}