NORMDIST() definition from https://help.libreoffice.org/Calc/Statistical_Functions_Part_Four#NORMDIST Clearly states "Returns the density function or the normal cumulative distribution." However, the number that is returned is a percentage (i.e. adding all numbers gives you a total close to 100, not 1). THIS IS NOT A PROBABILITY DENSITY FUNCTION
Hi, I can't reproduce this behavior. If you look at the examples given on the link you mentioned: Example =NORMDIST(70;63;5;0) returns 0.03. =NORMDIST(70;63;5;1) returns 0.92. When I try them in Calc, it returns the same values. Doesn't look like percentages to me (except you multiply by 100). Make sure your cell formatting ( 'right-click the cell' > 'Format Cells...' ) isn't 'percent' or something like that. Kind regards, Joren
PS: what's your used Operating system and LibreOffice version (Help > About LibreOffice)
Created attachment 88652 [details] file demontration
Here is a file demonstrating the effect in LO-4.1.3.2 on a WIN7-64 bit computer. The cumulative distribution calculates well to a maximum value of 1, but the probability density has values of ~18 at the highest point. If you add the values for the probability density you get a number 1000 higher.
@Markus: any interest, with your math knowledge, to look at this one? Kind regards, Joren
(In reply to comment #4) > Here is a file demonstrating the effect in LO-4.1.3.2 on a WIN7-64 bit > computer. > > The cumulative distribution calculates well to a maximum value of 1, but the > probability density has values of ~18 at the highest point. If you add the > values for the probability density you get a number 1000 higher. https://en.wikipedia.org/wiki/Probability_density_function "a probability density function is a function that describes the relative likelihood for this random variable to take on a given value." I'd therefore assume that return values for our version of this function would be in a range like [0, 100] or [0, 1]. Our Help docs don't specify the range of the function: https://help.libreoffice.org/Calc/Statistical_Functions_Part_Four#NORMDIST ...so at the very least this is a case of missing documentation. If the output range is supposed to be [0, 1], then a return value of 18 is also a bug in the implementation. Status: NEW Whiteboard: NeedsDocumentation
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Olivier, Eike, can you look at this?
Our implementation here returns the ~same values as Gnumeric and probably Excel as well. The returned values are NOT a percentage (you'll get different values with different parametrization, e.g. multiply all X values and average and standard variation by 0.1 and you'll see results multiplied by 10). Note that Excel nowadays calls this Probability Mass Function instead of Probability Density Function (the difference is function for discrete values vs continuous values hence statistically more correct in this context, as the probability of any one value out of continuous values is always zero), older and derived documentation talk of density. See https://support.office.com/en-US/article/NORMDIST-function-126DB625-C53E-4591-9A22-C9FF422D6D58 also for the mathematical formula that is defined the same in https://docs.oasis-open.org/office/v1.2/os/OpenDocument-v1.2-os-part2.html#NORMDIST and also given at https://en.wikipedia.org/wiki/Probability_density_function#Families_of_densities You can easily check column B values with (here in R1C1 address notation) =EXP(-(((RC1-R1C3)^2)/(2*R2C3^2)))/(SQRT(2*PI())*R2C3) Specifically note in that Wikipedia article's section the mention of "the normalization factor of a distribution (the multiplicative factor that ensures that the area under the density—the probability of something in the domain occurring— equals 1). This normalization factor is outside the kernel of the distribution."