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Thread: Where can I find normal distribution function from JMSL package?

  1. #1
    Junior Member
    Join Date
    Jun 2010
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    1

    Where can I find normal distribution function from JMSL package?

    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?

  2. #2
    Senior Member ed's Avatar
    Join Date
    Aug 2005
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    312
    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.

    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.


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