The GAUSS_PDF function computes the probability P that, in a standard Gaussian (normal) distribution with a mean of 0.0 and a variance of 1.0, a random variable X is less than or equal to a user-specified cutoff value V .
This routine is written in the IDL language. Its source code can be found in the file
gauss_pdf.pro
in the
lib
subdirectory of the IDL distribution.
Compute the probability that a random variable X, from the standard Gaussian (normal) distribution, is less than or equal to 2.44. The result should be 0.992656.
Compute the probability that a random variable X, from the standard Gaussian (normal) distribution, is less than or equal to 10.0 and greater than or equal to 2.0. The result should be 0.0227501.
result = GAUSS_PDF(10.0) - GAUSS_PDF(2.0)
Compute the probability that a random variable X, from the Gaussian (Normal) distribution with a mean of 0.8 and a variance of 4.0, is less than or equal to 2.44. The result should be 0.793892.
BINOMIAL , CHISQR_PDF , F_PDF , GAUSS_CVF , T_PDF