Normal Distribution

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Normal distribution

Mathematica Summary

Normal distribution probabilities from z-scores.

In[2]:=

<<Statistics` ; prob[z_] := CDF[NormalDistribution[0, 1], z] ; quan[p_] := Quantile[NormalDistribution[0, 1], p] ;

Table D-4 in the text says that the probability for z ≤ -2.58 is 0.0049.  You get those numbers with these functions like this:

In[5]:=

RowBox[{prob, [, RowBox[{-, 2.58}], ]}]

Out[5]=

0.00494002

In[6]:=

RowBox[{quan, [, 0.0049, ]}]

Out[6]=

RowBox[{-, 2.58281}]

Using the Error Function (Erf) Instead

Excel, TI-83


Created by Mathematica  (October 2, 2003)