STK_Law_Normal.h

Go to the documentation of this file.

/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2008 Serge Iovleff

    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA

    Contact : Serge.Iovleff@stkpp.org
*/

/*
 * Project: Laws
 * Purpose: Normal probability distribution.
 * Author:  Serge Iovleff, serge.iovleff@stkpp.org
 **/

#ifndef STK_LAW_NORMAL_H
#define STK_LAW_NORMAL_H

#include "STK_Law_ITUnivariate.h"

namespace STK
{

namespace Law
{
class Normal : public ITUnivariate<Real>
{
  protected:
    Real mu_;
    
    Real sigma_;
    
  public:
    Normal( Real const& mu=0., Real const& sigma=1.);

    virtual ~Normal();

    Real rand() const;
    
    static Real rand( Real const& mu, Real const& sigma);
    
    virtual Real pdf( Real const& x) const;
    
    static Real pdf( Real const& x, Real const& mu, Real const& sigma);

    virtual Real lpdf( Real const& x) const;

    virtual Real cdf( Real const& t) const;
    
    virtual Real icdf( Real const& p) const;
};

} // namespace Law

} // namespace STK

#endif /*STK_LAW_NORMAL_H*/