Class NormalDistribution represents the normal (Gaussian) probability distribution. with a specified mean and variance. For example, this code creates a normal distribution with a mean of 1 and variance of 2.5:
NormalDistribution norm = new NormalDistribution( 1, 2.5 );
The default constructor creates a NormalDistribution with mean 0 and variance 1:
NormalDistribution norm = new NormalDistribution();
The Mean and Variance properties inherited from IRandomVariableMoments can be used to get and set the mean and variance after construction:
norm.Mean = 2.25; norm.Variance = .75;
Once you have constructed a NormalDistribution object, you can query it for the PDF, CDF, inverse CDF, and random variable moments, as described in Section 5.1.
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