(C++) GetDensityNormal

 

Gets the density at a certain 'x' of a normal distribution with a certain mean and standard deviation.

 

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#include <cmath> //From http://www.richelbilderbeek.nl/CppGetDensityNormal.htm double GetDensityNormal(const double x, const double mean, const double stddev) {   const double firstTerm = 1.0 / (stddev * std::sqrt(2.0 * M_PI));   const double secondTerm = -( (x - mean) * (x - mean) / (2.0 * stddev * stddev) );   const double result = firstTerm * std::exp(secondTerm);   return result; }