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MQL5 ReferenceStandard LibraryMathematicsStatisticsNormal DistributionMathProbabilityDensityNormal 

MathProbabilityDensityNormal

Calculates the value of the probability density function of normal distribution with the mu and sigma parameters for a random variable x. In case of error it returns NaN.

double  MathProbabilityDensityNormal(
   const double  x,              // value of random variable
   const double  mu,             // mean parameter of the distribution (expected value)
   const double  sigma,          // sigma parameter of the distribution (root-mean-square deviation)
   const bool    log_mode,       // calculate the logarithm of the value
   int&          error_code      // variable to store the error code
   );

Calculates the value of the probability density function of normal distribution with the mu and sigma parameters for a random variable x. In case of error it returns NaN.

double  MathProbabilityDensityNormal(
   const double  x,              // value of random variable
   const double  mu,             // mean parameter of the distribution (expected value)
   const double  sigma,          // sigma parameter of the distribution (root-mean-square deviation)
   int&          error_code      // variable to store the error code
   );

Calculates the value of the probability density function of normal distribution with the mu and sigma parameters for an array of random variables x[]. In case of error it returns false. Analog of the dnorm() in R.

bool  MathProbabilityDensityNormal(
   const double&  x[],            // array with the values of random variable
   const double   mu,             // mean parameter of the distribution (expected value)
   const double   sigma,          // sigma parameter of the distribution (root-mean-square deviation)
   const bool     log_mode,       // calculate the logarithm of the value
   double&        result[]        // array for values of the probability density function
   );

Calculates the value of the probability density function of normal distribution with the mu and sigma parameters for an array of random variables x[]. In case of error it returns false.

bool  MathProbabilityDensityNormal(
   const double&  x[],            // array with the values of random variable
   const double   mu,             // mean parameter of the distribution (expected value)
   const double   sigma,          // sigma parameter of the distribution (root-mean-square deviation)
   double&        result[]        // array for values of the probability density function
   );

Parameters

x

[in]  Value of random variable.

x[]

[in]  Array with the values of random variable.

mu

[in]  mean parameter of the distribution (expected value).

sigma

[in]  sigma parameter of the distribution (root-mean-square deviation).

log_mode

[in]  Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of the probability density is returned.

error_code

[out]  Variable to get the error code.

result[]

[out]  Array to obtain the values of the probability density function.