normal distribution pdf, cdf, quantile
npm install norm-distsmall standalone normal distribution pdf, cdf icdf (quantile) and truncated average
• Example • Why • API • License
``javascript`
import {icdf, cdf} from 'norm-dist'
import pdf from 'norm-dist/pdf.js' //same as normDist.pdf
var quartile = icdf(0.25)
probability = pdf(quartile),
cummulative = cdf(quartile) // => 0.25
interQuartileAverage = cdf(-quartile, quartile) // => 0
This are usually incorporated into large monolitic libraries.
Many times, only this is needed.
* .pdf(number) => number z to probability.cdf(number) => number
* z to cummulative probability.intE(z0, z1) => number
* average of a truncated interval.icdf(number=Math.random()) => number
* probability to z, 0 <= p <= 1 using the Acklam approximation.Z(number=Math.random()) => number
* probability to z, 0 <= p <= 1 using the faster Voutier approximation for random variables
All 4 functions are also available directly in standalone files(require('normDist').intE === require('normDist/intE')`)
Released under the MIT License