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feat: normal distribution

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Hatter Jiang
2025-07-27 16:10:33 +08:00
parent a5370ef841
commit 51a52abb5e
1 changed files with 3 additions and 2 deletions
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5
src/main/java/me/hatter/math/NormalDistribution.java
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@@ -30,16 +30,17 @@ public class NormalDistribution {
} }
public static BigDecimal nd(BigDecimal mu, BigDecimal sigma, BigDecimal x) { public static BigDecimal nd(BigDecimal mu, BigDecimal sigma, BigDecimal x) {
// \frac{1}{\sigma \times \sqrt{2\times \pi}} // p_a=\frac{1}{\sigma \times \sqrt{2\times \pi}}
BigDecimal pa = BigDecimal.ONE.divide( BigDecimal pa = BigDecimal.ONE.divide(
sigma.multiply(MathUtil.sqrt(BigDecimal.valueOf(2).multiply(MathUtil.PI), 100)) sigma.multiply(MathUtil.sqrt(BigDecimal.valueOf(2).multiply(MathUtil.PI), 100))
, 100, RoundingMode.HALF_UP , 100, RoundingMode.HALF_UP
); );
// \frac{(x-\mu)^2}{2\times \sigma^2} // p_b=\frac{(x-\mu)^2}{2\times \sigma^2}
BigDecimal pb = x.subtract(mu).pow(2).divide( BigDecimal pb = x.subtract(mu).pow(2).divide(
BigDecimal.valueOf(2).multiply(sigma.pow(2)) BigDecimal.valueOf(2).multiply(sigma.pow(2))
, 100, RoundingMode.HALF_UP , 100, RoundingMode.HALF_UP
); );
// f(x)=p_a\times e^{-p_b}
return pa.multiply(MathUtil.pow(MathUtil.E, BigDecimal.ZERO.subtract(pb))) return pa.multiply(MathUtil.pow(MathUtil.E, BigDecimal.ZERO.subtract(pb)))
.setScale(100, RoundingMode.HALF_UP); .setScale(100, RoundingMode.HALF_UP);
} }