This information is part of the Modelica Standard Library maintained by the Modelica Association.

Syntax

Normal.cumulative(u, u_min=0, u_max=1, mu=0, sigma=1);

Description

This function computes the cumulative distribution function according to a truncated normal distribution with minimum value u_min, maximum value u_max, mean value of original distribution mu and standard deviation of original distribution sigma (variance = sigma²). The returned value y is in the range:

0 ≤ y ≤ 1

Plot of the function:

For more details
of the normal distribution, see Wikipedia,
of truncated distributions, see Wikipedia.

Example

cumulative(0.5)                 // = 0.5
cumulative(0.5,-1.5,1.5,1,0.9)  // = 0.4046868865634537

See also

TruncatedNormal.density, TruncatedNormal.quantile.