Normal Distribution Functions

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Normal distribution.

Usage

normal_pdf(x, mean = 0, sd = 1)

normal_lpdf(x, mean = 0, sd = 1)

normal_cdf(x, mean = 0, sd = 1)

normal_lcdf(x, mean = 0, sd = 1)

normal_quantile(p, mean = 0, sd = 1)

Arguments

x

quantile

mean

mean parameter (default is 0)

sd

standard deviation parameter (default is 1)

p

probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Normal distribution with mean = 0, sd = 1
normal_pdf(0)
#> [1] 0.3989423
normal_lpdf(0)
#> [1] -0.9189385
normal_cdf(0)
#> [1] 0.5
normal_lcdf(0)
#> [1] -0.6931472
normal_quantile(0.5)
#> [1] 0