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] ;](HTMLFiles/normal_44.gif) 
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}], ]}]](HTMLFiles/normal_45.gif) 
Out[5]=
  
In[6]:=
 ![RowBox[{quan, [, 0.0049, ]}]](HTMLFiles/normal_47.gif) 
Out[6]=
 ![RowBox[{-, 2.58281}]](HTMLFiles/normal_48.gif) 
Using the Error Function (Erf) Instead
Excel, TI-83
Created by Mathematica (October 2, 2003)