Normal cdf
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Revision as of 03:26, 12 March 2018 by Tom (talk | contribs) (Created page with "The normal cumulative distribution function $F \colon \mathbb{R} \rightarrow \mathbb{R}$ is defined for $\mu \in \mathbb{R}$ and $\sigma^2 >0$ by $$F(x) = \dfrac{1}{2} \le...")
The normal cumulative distribution function $F \colon \mathbb{R} \rightarrow \mathbb{R}$ is defined for $\mu \in \mathbb{R}$ and $\sigma^2 >0$ by $$F(x) = \dfrac{1}{2} \left[ 1 + \erf \left( \dfrac{x-\mu}{\sigma \sqrt{2}} \right) \right],$$ where $\erf$ denotes the error function and $\exp$ denotes the exponential function.
