estimator.prob.gaussian_cdf

Contents

estimator.prob.gaussian_cdf#

estimator.prob.gaussian_cdf(mu, sigma, t)[source]#

Compute the cdf of a continuous gaussian random variable with mean mu and standard deviation sigma (i.e. computes Pr(X <= t), where X is a gaussian random variable).

Params mu:

the mean of the gaussian random variable.

Params sigma:

the standard deviation of the gaussian random variable.

Params t:

the limit at which to calculate the cdf.

Returns:

the evaluation of the cdf at t.