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File:Folded normal cdf.svg

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Summary

Cumulative distribution function (cdf) of a folded-normal random variable with , . The graph is generated using gnuplot:

set terminal svg enhanced size 640 360
set samples 1001  # high quality
set border 31 linewidth .3 # thin border
set output "folded_normal.svg"

set notitle
set xrange [-3:5]

set ytics 0.1

cdf_normal(x,m,s)=0.5+0.5*erf((x-m)/s/sqrt(2.0))

sigma=1.0
mu=1.0

cdf_fn(x)= (x<0) ? 0 : cdf_normal(x,mu,sigma)-cdf_normal(-x,mu,sigma)

set arrow 1 from  0,0 to  0,1.0 nohead lt 0
plot	cdf_normal(x,mu,sigma) title "normal",\
	cdf_fn(x) title "folded-normal" lw 3
	

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Date/TimeThumbnailDimensionsUserComment
current16:18, 5 August 2011Thumbnail for version as of 16:18, 5 August 2011640 × 360 (34 KB)NagelumCumulative distribution function (cdf) of a folded-normal random variable with <math>\mu= 1</math>, <math>\sigma = 1</math>. The graph is generated using gnuplot: <pre> set terminal svg enhanced size 640 360 set samples 1001 # high quality set border 31

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