OrthogonalPolynomialsHermiteHe Method

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

n

Type: SystemInt32
The order, which must be non-negative.

x

Type: SystemDouble
The argument.

Return Value

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 H_n(x) = 2ⁿH_n(x √2).

Reference

Other Resources