object Gaussian
Gaussian distribution
Linear Supertypes
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- def Phi(z: Double): Double
Standard Gaussian cdf using Taylor approximation
0.5 + phi(z)*[z + z3/3 + z5/3.5 + z7/3.5.7 + ... ]
(See Wikipedia article). - def PhiInverse(y: Double): Double
Find z s.t.
Find z s.t. Phi(z) = y
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- def phi(x: Double): Double
Standard Gaussian pdf
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