[Octave-bug-tracker] [bug #47678] normpdf and mvnpdf handle variance parameter differently

[Max Görner]

URL:
  <http://savannah.gnu.org/bugs/?47678>

                 Summary: normpdf and mvnpdf handle variance parameter
differently
                 Project: GNU Octave
            Submitted by: maxg
            Submitted on: Tue 12 Apr 2016 01:42:17 PM GMT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.0.0
        Operating System: Any

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Details:

I noticed, that normpdf and mvnpdf handle their respective sigma parameter
differently. The script below demonstrates that.


x = (-5:5)';
mu = 0;
sigma = 5;

v1 = mvnpdf(x, mu, sigma^2);
v2 = normpdf(x, mu, sigma);
assert(v1, v2); #No error here!


What irritates me is that the documentation about normpdf states that normpdf
takes sigma as standard deviation. That would imply that it's the square root
of the variance. However, we have to square the sigma of mvnpdf to get the
same result.

So, as far as I understand this issue, something needs to be fixed here.




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