probability functions in scala

Question

I want to compute the probability that a normally distributed random number with given parameters (mean and std) will be less than a given number or list. This function is implemented in R as "pnorm". Does anyone know if such an option or can help me write one please?

Answer 1

The probability that a normally distributed quantity (with a variance of 1/2) is greater than a particular value is given by a special function call the complementary error function, often denoted erfc().

I don't think there's any support for computing erfc() within the Scala math library. However, the Apache Commons Math library does have functions for computing erfc(). If you're interested in processing multiple values, there is also the erfc() method available within the Breeze library.

If you have a means of computing erfc(x), for a distribution with mean mu and standard-deviation sigma, the probability your deviate is less than a value z is

0.5 * erfc((mu - z) / (sigma * sqrt(2)))