Gaussian Cdf Gaussian_cdf

Gaussian_cdf defines a Gaussian cumulative distribution function of a continuous variable Z.

Where Defined

In header file <cdf.h>

Model of

CDF

Members

• Gaussian_cdf::value_type
  
  The type of the variable Z. It is set to be double.

• Gaussian_cdf::Gaussian_cdf()
  
  Creates a standard Gaussian cdf (mean 0 and variance 1).

• Gaussian_cdf::Gaussian_cdf(double m, double var)
  
  Creates a Gaussian cdf of mean m and variance var.

• double& Gaussian_cdf::mean()
  
  Returns the mean of the cdf.

• const double& Gaussian_cdf::mean() const
  
  Returns the mean of the cdf.

• double& Gaussian_cdf::variance()
  
  Returns the variance of the cdf.

• const double& Gaussian_cdf::variance() const
  
  Returns the variance of the cdf.

• double Gaussian_cdf::prob(value_type z)
  
  Returns the probability Prob(Z$\le$z).

• value_type Gaussian_cdf::inverse(double p)
  
  Returns the value z such that p = Prob(Z$\le$z).