Set up
  
  
| System` | ||||||||
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| Statistics`ConfidenceIntervals` | ||||||||
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| Statistics`HypothesisTests` | ||||||||
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| Statistics`NormalDistribution` | ||||||||
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 ![NormalDistribution[mu, sigma] represents the normal (Gaussian) distribution with mean mu and standard deviation sigma. More…](../HTMLFiles/normal_12.gif) 
The "p" in NormalPValue gives the area under the standard normal curve, but it goes to the left or right depending on whether z is negative or positive.
  
 ![NormalPValue[teststat] returns the cumulative density beyond teststat for NormalDistribution[]. More…](../HTMLFiles/normal_14.gif) 
 ![Plot[OneSidedPValue/.NormalPValue[x], {x, -3, 3}, PlotRangeAll]](../HTMLFiles/normal_15.gif) 
 ![[Graphics:../HTMLFiles/normal_16.gif]](../HTMLFiles/normal_16.gif) 
  
The left side of the previous figure is the same as this "CDF" ( CumulativeDistributionFunction ).
 ![Plot[CDF[NormalDistribution[0, 1], x], {x, -4, 4}]](../HTMLFiles/normal_18.gif) 
 ![[Graphics:../HTMLFiles/normal_19.gif]](../HTMLFiles/normal_19.gif) 
  
Created by Mathematica (October 2, 2003)