Le 15/04/11 11:22, Miguel Pignatelli a écrit :
> Hi all,
>
> Maybe this is a long shot, but...
>
> I have a gaussian (normal) distribution defined by its mean and std
> deviation and I want to know the probability of a given known point in
> the curve.
Probability of one point for a continuous law is zero ... You probably
wand the
probability Phi(x) of a point in ]-infinity,x] from which you can
compute the probability of
a point in any interval ...

> I have followed the formula given in [1] but I realized that there are
> cases where P > 1. After struggling myself for a while I realized that
> that formula expresses the probability *density* distribution that
> happens that can be > 1. Are you aware of any module in ocaml to
> calculate the probability [0<P<1]?
>
> (other kind of relevant references are also welcome)
>
> Thanks in advance,
>
> M;
>
> [1] http://en.wikipedia.org/wiki/Normal_distribution

The same page has a section :


    Numerical approximations for the normal CDF

to compute Phi(x) yourself (this is not completely trivial).

Hope this helps,
Christophe