GetDensityNormal

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

Code in plain text can be found here.

#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;

}