cumulative

Cumulative distribution function of normal distribution

Information

This information is part of the Modelica Standard Library maintained by the Modelica Association.

Syntax

Normal.cumulative(u, mu=0, sigma=1);

Description

This function computes the cumulative distribution function according to a normal distribution with mean value mu and standard deviation sigma (variance = sigma2). The returned value y is in the range:

0 ≤ y ≤ 1

Plot of the function:

For more details, see Wikipedia.

Example

  cumulative(0.5)      // = 0.6914624612740131
  cumulative(0,1,0.5)  // = 0.15865525393145707

See also

Normal.density, Normal.quantile.

Syntax

y = cumulative(u, mu, sigma)

Inputs (3)

u

Type: Real

Description: Value over the real axis (-inf < u < inf)

mu

Default Value: 0

Type: Real

Description: Expectation (mean) value of the normal distribution

sigma

Default Value: 1

Type: Real

Description: Standard deviation of the normal distribution

Outputs (1)

y

Type: Real

Description: Value in the range 0 <= y <= 1