Is there a class in the standard library of .NET that, given an IEnumerable<T>
(e.g., List<double>
) will assign a random
positive probability (probability density function) to each value so that the result follows a Gaussian distribution?
So for example, given a List<double>
, I want a new List<double>
whose range is 2-standard deviations above and below the min and max values of the original list, by some increment n
(e.g, .01, .25, etc), and assigns positive probabilities to that much larger list, such that the new list probabilities are Gaussian.