;$Id: gauss_pdf.pro,v 1.7 2001/01/15 22:28:04 scottm Exp $ ; ; Copyright (c) 1994-2001, Research Systems, Inc. All rights reserved. ; Unauthorized reproduction prohibited. ;+ ; NAME: ; GAUSS_PDF ; ; PURPOSE: ; This function computes the probabilty (p) such that: ; Probability(X <= v) = p ; where X is a random variable from the standard Gaussian (Normal) ; distribution with a mean of 0.0 and a variance of 1.0 ; ; CATEGORY: ; Statistics. ; ; CALLING SEQUENCE: ; Result = Gauss_Pdf(V) ; ; INPUTS: ; V: A scalar of type integer, float or double that specifies ; the cutoff value. ; ; EXAMPLES: ; 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 ; result = gauss_pdf(2.44) ; ; 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 [i.e. Probability(2.0 <= X <= 10.0)] ; 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 ; result = gauss_pdf( (2.44 - 0.80)/sqrt(4.0) ) ; ; PROCEDURE: ; GAUSS_PDF calls GAUSSINT() to evaluate the Gaussian integral. ; This function was included to provide consistency with the ; other probability functions: CHISQR_PDF(), F_PDF(), and T_PDF(). ; ; REFERENCE: ; APPLIED STATISTICS (third edition) ; J. Neter, W. Wasserman, G.A. Whitmore ; ISBN 0-205-10328-6 ; ; MODIFICATION HISTORY: ; Written by: GGS, RSI, July 1994 ;- function gauss_pdf, v on_error, 2 ;Return to caller if error occurs. return, gaussint(v) end