MultivariateNormalDistribution.DistributionFunction Method

public double DistributionFunction(
	Vector<double> x
)

Public Function DistributionFunction ( 
	x As Vector(Of Double)
) As Double

public:
double DistributionFunction(
	Vector<double>^ x
)

member DistributionFunction : 
        x : Vector<float> -> float 

Parameters

x  Vector<Double>

A number within the domain of the distribution

Return Value

The cumulative distribution function of a statistical distribution gives the probability that the components of a sample taken from the distribution are all less than the corresponding component of the sspecified vector.

For diagonal matrices, a product of 1D normal distribution functions is returned. For a bivariate distribution, an algorithm by Alan Genz is used. For higher orders, less efficient general adaptive numerical integration is used.

Reference