MediumProbabilitypr-036

Normal CDF via erf

Problem

Normal cumulative distribution function evaluated at x using the error function.

F(x) = 0.5 * (1 + erf((x - mu) / (sigma * sqrt(2)))). Return 0.0 when sigma <= 0.

Hint

Standardize x into a z-score first.

case 1

in: [0,0,1]

expected: 0.5

case 2

in: [1,0,1]

expected: 0.8413447460685429

case 3

in: [1.96,0,1]

expected: 0.9750021048517796

case 4

in: [0,0,-1]

expected: 0

Starter codePython

import math


def normal_cdf_erf(x, mu, sigma):
    # Your code here
    pass

4 test cases · run your code against them in the editor