public static double HermiteHe( int n, double x )
Public Shared Function HermiteHe ( n As Integer, x As Double ) As Double
public: static double HermiteHe( int n, double x )
static member HermiteHe : n : int * x : float -> float
|ArgumentOutOfRangeException||n is negative.|
Hermite polynomials are orthogonal on the interval (-∞,+∞) with a weight function equal to the standard normal probability distribution.
Their ortho-normality relation makes them a useful basis for expressing perturbations around a normal distribution.
Physicists' Hermite polynomials (see HermiteH(Int32, Double)) are related to statisticians' Hermite polynomials via Hn(x) = 2nHn(x √2).