pdfn

Purpose

Computes the standard Normal (scalar) probability density function.

Format

p = pdfn(x[, mu[, sigma]])
Parameters:
  • x (NxK matrix or N-dimensional array.) – data

  • mu (scalar) – Optional input, mean parameter. Default = 0.

  • sigma (scalar) – Optional input, standard deviation parameter. Default = 1.

Returns:

p (NxK matrix or N-dimensional array) – contains the standard Normal probability density function of x.

Examples

Example 1

x = { -3, -2, 0, 2, 3 };
y = pdfn(x);

After the code above:

    0.0044318484
     0.053990967
y  =  0.39894228
     0.053990967
     0.004431848

Example 2

x = 1.5; mu = 3; sigma = 2; p = pdfn(x, mu, sigma);

After the code above, p should equal:

0.15056872

Remarks

This does not compute the joint Normal density function. Instead, the scalar Normal density function is computed element-by-element. y could be computed by the following GAUSS code:

y =(1/sqrt(2*pi))*exp(-(x.*x)/2);

See also

Functions pdfTruncNorm()