nag_normal_pdf (g01kac) returns the value of the probability density function (PDF) for the Normal (Gaussian) distribution with mean and variance at a point .
The Normal distribution has probability density function (PDF)
4 References
None.
5 Arguments
1:
x – doubleInput
On entry: , the value at which the PDF is to be evaluated.
2:
xmean – doubleInput
On entry: , the mean of the Normal distribution.
3:
xstd – doubleInput
On entry: , the standard deviation of the Normal distribution.
Constraint:
, where , the safe range parameter.
4:
fail – NagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_OVERFLOW
Computation abandoned owing to an internal calculation overflowing.
NE_REAL
On entry, .
Constraint: .
NE_UNDERFLOW
Computation abandoned owing to underflow of .
7 Accuracy
Not applicable.
8 Parallelism and Performance
Not applicable.
9 Further Comments
None.
10 Example
This example prints the value of the Normal distribution PDF at four different points x with differing xmean and xstd.