.Modelica.Math.Distributions.Normal.cumulative

Information

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.

Interface

function cumulative
  import Modelica.Math.Special;
  extends Modelica.Math.Distributions.Interfaces.partialCumulative;
  input Real mu = 0 "Expectation (mean) value of the normal distribution" annotation(
    Dialog);
  input Real sigma = 1 "Standard deviation of the normal distribution" annotation(
    Dialog);
end cumulative;

Revisions

Date	Description
June 22, 2015	Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter. DLR Institute of System Dynamics and Control