const double Pi = 3.14159265359; // Standard Normal probability density function double Normal_PDF(const double & x) // Normal PDF(x) = exp(-x*x/2)/{sigma * sqrt(2 * Pi) } { return (1.0/(double)pow(2 * Pi, 0.5)) * exp(-0.5 * x * x); }

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# C++: Normal PDF

Posted on by TFE Times