function z=density(x,mu,sigma)

%density function of the entrepreneur's project return distribution


%Normal distribution: 

z=(1/((2*pi)^(1/2)*(sigma+eps))).*exp(-(1/2)*(x-mu).^2./(sigma+eps).^2);

%T-distribtution

% For T-distributions uncomment the following lines.
% 
% n=2.5;
% 
% z= 1/sigma/((n-2)/n)^(1/2)*GAMMA(1/2*n+1/2)/(n*pi)^(1/2)/GAMMA(1/2*n)*(1+(x-mu).^2/sigma^2/(n-2)).^(-1/2*n-1/2);
