Function cdf_mixture

crates/openquant/src/bet_sizing.rs:423–427

(mu1: f64, mu2: f64, sigma1: f64, sigma2: f64, p1: f64, x: f64)

}

pub fn cdf_mixture(mu1: f64, mu2: f64, sigma1: f64, sigma2: f64, p1: f64, x: f64) -> f64 {
    let n1 = Normal::new(mu1, sigma1.max(1e-8)).unwrap();
    let n2 = Normal::new(mu2, sigma2.max(1e-8)).unwrap();
    p1 * n1.cdf(x) + (1.0 - p1) * n2.cdf(x)
}

fn normal_pdf(x: f64, mu: f64, sigma: f64) -> f64 {
    let s = sigma.max(1e-8);