public static double NormalCdf(double x, double mean, double variance) { double centered = x - mean; double ztrans = centered / (Math.Sqrt(variance) * Math.Sqrt(2)); return(0.5 * (1 + ProbabilityFunctions.Erf(ztrans))); }
public static double StdNormalCdf(double x) { return(0.5 * (1 + ProbabilityFunctions.Erf(x * 1 / Math.Sqrt(2)))); }