From: Christophe Raffalli <craff73@gmail.com>
To: caml-list@inria.fr, miguel.pignatelli@uv.es
Subject: Re: [Caml-list] Gaussian probability
Date: Fri, 15 Apr 2011 12:39:59 +0200 [thread overview]
Message-ID: <4DA8207F.50207@univ-savoie.fr> (raw)
In-Reply-To: <4DA80E52.8040404@uv.es>
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Le 15/04/11 11:22, Miguel Pignatelli a écrit :
> Hi all,
>
> Maybe this is a long shot, but...
>
> I have a gaussian (normal) distribution defined by its mean and std
> deviation and I want to know the probability of a given known point in
> the curve.
Probability of one point for a continuous law is zero ... You probably
wand the
probability Phi(x) of a point in ]-infinity,x] from which you can
compute the probability of
a point in any interval ...
> I have followed the formula given in [1] but I realized that there are
> cases where P > 1. After struggling myself for a while I realized that
> that formula expresses the probability *density* distribution that
> happens that can be > 1. Are you aware of any module in ocaml to
> calculate the probability [0<P<1]?
>
> (other kind of relevant references are also welcome)
>
> Thanks in advance,
>
> M;
>
> [1] http://en.wikipedia.org/wiki/Normal_distribution
The same page has a section :
Numerical approximations for the normal CDF
to compute Phi(x) yourself (this is not completely trivial).
Hope this helps,
Christophe
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next prev parent reply other threads:[~2011-04-15 10:40 UTC|newest]
Thread overview: 4+ messages / expand[flat|nested] mbox.gz Atom feed top
2011-04-14 16:44 [Caml-list] [ANN] Ocamlnet-3.3.0test1 (multicore, GSS-API) Gerd Stolpmann
2011-04-15 9:22 ` [Caml-list] Gaussian probability Miguel Pignatelli
2011-04-15 10:39 ` Christophe Raffalli [this message]
2011-04-15 21:54 ` Mike Lin
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