From mboxrd@z Thu Jan 1 00:00:00 1970 Received: from mail1-relais-roc.national.inria.fr (mail1-relais-roc.national.inria.fr [192.134.164.82]) by walapai.inria.fr (8.13.6/8.13.6) with ESMTP id p3FAeD7F007032 for ; Fri, 15 Apr 2011 12:40:13 +0200 X-IronPort-Anti-Spam-Filtered: true X-IronPort-Anti-Spam-Result: ApIBAG0fqE1KfVK2kGdsb2JhbACETqEqCBQBAQEBCQkNBxQEIYhvnz2KMTyCI4UwMIhdAQEDBoRweASBfpBrhGY6 X-IronPort-AV: E=Sophos;i="4.64,217,1301868000"; d="asc'?scan'208,217";a="105722359" Received: from mail-wy0-f182.google.com ([74.125.82.182]) by mail1-smtp-roc.national.inria.fr with ESMTP/TLS/RC4-SHA; 15 Apr 2011 12:40:07 +0200 Received: by wyf23 with SMTP id 23so3880108wyf.27 for ; Fri, 15 Apr 2011 03:40:07 -0700 (PDT) DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:message-id:date:from:user-agent:mime-version:to :subject:references:in-reply-to:x-enigmail-version:content-type; bh=lYbC0XEuAL1i04gPh6osSR09eD1YMvJyf/I0Gj9jZrc=; b=iWr323yJomiUxlJUHzvcQ2Oy7GReKfjucv+ZAW24o8IZC120lltceoGCbNZG0QMAOX 3tLzXoOb8sVXRNP7hly3lwir9WW18aZQq+AeDAuf74MfHW22O5mhposER/Btx12/JSp3 nrzI6qVLKkwRAzXVx+1VBO5hO/fOHcuJ9zufI= DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=message-id:date:from:user-agent:mime-version:to:subject:references :in-reply-to:x-enigmail-version:content-type; b=QuhVohGyf9Bxx8XfIYcwecaMGYkCxde98/Ikg4BIFfAIw7Fni6RaA8P3AWxDcyzdmG NH83FPgsyE+NrLH1W71jhtUAj2T/3LwBNf/ZMXQXGGr9QEyG6qOxGaLzqXKv6VBFwgBE XrFev4xrmtogy0q+ouO0qIbGZd+jvM6uUDLxE= Received: by 10.227.139.90 with SMTP id d26mr1968276wbu.71.1302864007312; Fri, 15 Apr 2011 03:40:07 -0700 (PDT) Received: from macbookpro.local (bin73-1-78-240-16-62.fbx.proxad.net [78.240.16.62]) by mx.google.com with ESMTPS id ed10sm1529451wbb.32.2011.04.15.03.40.05 (version=SSLv3 cipher=OTHER); Fri, 15 Apr 2011 03:40:06 -0700 (PDT) Message-ID: <4DA8207F.50207@univ-savoie.fr> Date: Fri, 15 Apr 2011 12:39:59 +0200 From: Christophe Raffalli User-Agent: Mozilla/5.0 (Macintosh; U; Intel Mac OS X 10.6; fr; rv:1.9.2.13) Gecko/20101207 Thunderbird/3.1.7 MIME-Version: 1.0 To: caml-list@inria.fr, miguel.pignatelli@uv.es References: <1302799455.8429.1240.camel@thinkpad> <4DA80E52.8040404@uv.es> In-Reply-To: <4DA80E52.8040404@uv.es> X-Enigmail-Version: 1.1.1 Content-Type: multipart/signed; micalg=pgp-sha1; protocol="application/pgp-signature"; boundary="------------enig17871FBA526EE94E7DAE85FB" Subject: Re: [Caml-list] Gaussian probability This is an OpenPGP/MIME signed message (RFC 2440 and 3156) --------------enig17871FBA526EE94E7DAE85FB Content-Type: multipart/alternative; boundary="------------080102080004000707020800" This is a multi-part message in MIME format. --------------080102080004000707020800 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: quoted-printable Le 15/04/11 11:22, Miguel Pignatelli a =C3=A9crit : > 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 > (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 --------------080102080004000707020800 Content-Type: text/html; charset=UTF-8 Content-Transfer-Encoding: quoted-printable Le 15/04/11 11:22, Miguel Pignatelli a =C3=A9crit=C2=A0:
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_distributio= n

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

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