Examples of org.apache.commons.math.distribution.NormalDistributionImpl.cumulativeProbability()

Package org.apache.commons.math.distribution

Class org.apache.commons.math.distribution.NormalDistributionImpl

Examples of org.apache.commons.math.distribution.NormalDistributionImpl.cumulativeProbability()

org.apache.commons.math.distribution.NormalDistributionImpl.cumulativeProbability()
For this distribution, X, this method returns P(X < x). If xis more than 40 standard deviations from the mean, 0 or 1 is returned, as in these cases the actual value is within Double.MIN_VALUE of 0 or 1. @param x the value at which the CDF is evaluated. @return CDF evaluated at x. @throws MathException if the algorithm fails to converge


  private double lognormalCDF(double x, double mu, double sigma) {
    NormalDistributionImpl z = new NormalDistributionImpl();
    double ans;
    try {
      ans = z.cumulativeProbability((Math.log(x)-mu)/sigma);
    } catch (MathException e) {
      if (Math.log(x) < mu) ans = 0;
      else ans = 1;
    }
    return ans;

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  }
  
  public static double normalCDF(double x, double mean, double sigma) throws MathException
  {
    NormalDistributionImpl normDist = new NormalDistributionImpl(mean, sigma);
    double ret = normDist.cumulativeProbability(x);
    return ret;
  }
  
  public static double normalInverseCDF(double pValue, double mean, double sigma) throws MathException
  {

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