HermiteHe Method (n, x)

Computes the value of a (statisticians') Hermite polynomial.

Declaration Syntax

Visual Basic

Visual C++

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

Parameters

Return Value

The value He_n(x).

Remarks

Hermite polynomials are orthogonal on the interval (-∞,+∞) with a weight function equal to the standard normal probability distribution.

Their orthonormality relation makes them a useful basis for expressing pertubations arround a normal distribution.

Physicists' Hermite polynomials (see HermiteH(Int32, Double)) are related to statisticians' Hermite polynomials via H_n(x) = 2ⁿH_n(x √2).