neversaint - 1 year ago 70

Perl Question

Is there a package in Perl that allows you to compute the height of probability distribution at each given point. For example this can be done in R this way:

`> dnorm(0, mean=4,sd=10)`

> 0.03682701

Namely the probability of point x=0 falls into a normal distribution, with mean=4 and sd=10, is 0.0368.

I looked at Statistics::Distribution but it doesn't give that very

function to do it.

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Answer Source

Why not something along these lines (I am writing in R, but it could be done in perl with Statistics::Distribution):

```
dn <- function(x=0 # value
,mean=0 # mean
,sd=1 # sd
,sc=10000 ## scale the precision
) {
res <- (pnorm(x+1/sc, mean=mean, sd=sd)-pnorm(x, mean=mean, sd=sd))*sc
res
}
> dn(0,4,10,10000)
0.03682709
> dn(2.02,2,.24)
1.656498
```

[edit:1] I should mention that this approximation can get pretty horrible at the far tails. it might or might not matter depending on your application.

[edit:2] @foolishbrat Turned the code into a function. The result should always be positive. Perhaps you are forgetting that in the perl module you mention the function returns the upper probability 1-F, and R returns F?

[edit: 3] fixed a copy and paste error.

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