StdNormalPdf

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Calculates the probability density for the the standard normal distribution function

Syntax

Result = StdNormalPdf(z);

Return Value

Returns the probability density for the the standard normal distribution function.

Parameters

z {{{2}}}


Explanation =

StdNormDev.png


In The drawing the pdf of the standard normal probability density function is shown. The standard normal distribution has an expectation of 0 and a variance of 1.

The formula is

see

N. I. Johson and S. Kotz, 1970. Continuous univariate distributions. Houghton Mifflin Company, Boston.




Example

Above figure is generated with the statements


x=-5#0.02#5;

y=StdNormPdf(x);