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{ ******************************************************************
Density of standard normal distribution
****************************************************************** }
unit unormal;
interface
uses
utypes;
function DNorm(X : Float) : Float;
{ Density of standard normal distribution }
implementation
function DNorm(X : Float) : Float;
var
Y : Float;
begin
Y := - 0.5 * X * X;
if Y < MinLog then
DNorm := DefaultVal(FUnderflow, 0.0)
else
begin
SetErrCode(FOk);
DNorm := InvSqrt2Pi * Exp(Y);
end;
end;
end.
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