NormalDistribution

class NormalDistribution(sampler: GaussianSampler) : UnivariateDistribution<Double>
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Implements UnivariateDistribution for the normal (gaussian) distribution.

Constructors

NormalDistribution
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common
fun NormalDistribution(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler = ZigguratNormalizedGaussianSampler)
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NormalDistribution
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common
fun NormalDistribution(sampler: GaussianSampler)
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Functions

cumulative
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common
open override fun cumulative(arg: Double): Double
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Cumulative distribution for ordered parameter (CDF)
probability
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common
open override fun probability(arg: Double): Double
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A probability value for given argument arg.
sample
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common
open override fun sample(generator: RandomGenerator): Chain<Double>
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Generates a chain of samples.

Properties

sampler
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common
val sampler: GaussianSampler
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Sources

common source
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