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View Full Version : Where can I find normal distribution function from JMSL package?



khyun
06-09-2010, 02:32 PM
Hi,

I looked at com.imsl.stat.Cdf package to find the normal distribution (http://www.vni.com/books/dod/pdf/jmsl/JMSL50FunCat.pdf). BTW, I am not interested in cumulative density function, but Guassian distribution/Bell curve.

While I was able to find many different types of probability density functions, I couldn't find the basic - normal probability density function. This function must have been implemented within JMSL package. Unfortunately, I couldn't find it. Could you let me know where I can find the built-in normal (Guassian) distribution function?

ed
06-09-2010, 03:14 PM
The structure of the CDF class has changed some with the most recent release, where we broke out the PDFs and InverseCDFs into separate classes.

For JMSL 6.0, you're looking for com.imsl.stat.Pdf.normal (http://www.vni.com/products/imsl/jmsl/jmsl600/manual/WordDocuments/api/com/imsl/stat/Pdf.html#normal%28double,%20double,%20double%29).

I was going to link to the 5.0 docs as well, expecting to find Cdf.normalProb but it looks like we didn't have this before 6.0. Surprising. But we do have it in 6.0.