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<?php
declare(strict_types=1);
namespace Phpml\Math\Statistic;
class Gaussian
{
/**
* @var float
*/
protected $mean;
protected $std;
* @param float $mean
* @param float $std
public function __construct(float $mean, float $std)
$this->mean = $mean;
$this->std = $std;
}
* Returns probability density of the given <i>$value</i>
*
* @param float $value
* @return type
public function pdf(float $value)
// Calculate the probability density by use of normal/Gaussian distribution
// Ref: https://en.wikipedia.org/wiki/Normal_distribution
$std2 = $this->std ** 2;
$mean = $this->mean;
return exp(- (($value - $mean) ** 2) / (2 * $std2)) / sqrt(2 * $std2 * pi());
* Returns probability density value of the given <i>$value</i> based on
* given standard deviation and the mean
* @return float
public static function distributionPdf(float $mean, float $std, float $value)
$normal = new self($mean, $std);
return $normal->pdf($value);