probability-distributions

Probability distributions for statistical estimation.

#include <mathtoolbox/probability-distributions.hpp>

Overview

The following probability distributions and their first derivatives are supported:

  • Standard normal distribution:
  • Normal distribution:
  • Log-normal distribution:

In statistical estimation, taking logarithms of probabilities is often necessary. For this purpose, the following probability distributions and their derivatives are supported:

  • Log of log-normal distribution:

Useful Resources