Gets the density at a certain 'x' of a normal distribution with a certain mean and standard deviation.


#include <cmath>



//From http://www.richelbilderbeek.nl/CppGetDensityNormal.htm

double GetDensityNormal(const double x, const double mean, const double stddev)

{

  const double firstTerm = 1.0 / (stddev * std::sqrt(2.0 * M_PI));

  const double secondTerm = -( (x - mean) * (x - mean) / (2.0 * stddev * stddev) );

  const double result = firstTerm * std::exp(secondTerm);

  return result;

}

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(C++) GetDensityNormal