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

double prob = foldnormcdf(x,mu,sigma)

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

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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