kmath-stat/space.kscience.kmath.distributions/NormalDistribution

NormalDistribution

class NormalDistribution(sampler: GaussianSampler) : Distribution1D<Double>

Implements Distribution1D for the normal (gaussian) distribution.

Constructors

NormalDistribution

fun NormalDistribution(sampler: GaussianSampler)

Functions

open override fun cumulative(arg: Double): Double

Cumulative distribution for ordered parameter (CDF)

open override fun probability(arg: Double): Double

A probability value for given argument arg. For continuous distributions returns PDF

open override fun sample(generator: RandomGenerator): Chain<Double>

Generates a chain of samples.

Properties

val sampler: GaussianSampler

Sources