3.5.3.1.12 Foldnormcdf

Description

Computes the lower tail probability for the Folded Normal distribution.

\begin{matrix}P(x) = \Phi \left( \frac{x + \mu}{\sigma} \right) - \Phi \left( \frac{\mu - x}{\sigma} \right)\end{matrix}

where Φ is the CDF function for the standard normal distribution

Syntax

double prob = foldnormcdf(x,mu,sigma)

Parameters

x

Input, the value of the folded standard Normal variate \left[ -\infty ,+\infty \right]

mu

Input, mean of the associated folded normal distribution .

sigma

Input, standard deviation of the associated folded normal distribution.

prob

Output, the returned probability.
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