Linked Questions
31 questions linked to/from Evaluate definite interval of normal distribution
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2
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Show that $1-\Phi(x)$ is approximately $\varphi(x)/x$ for large $x$ (standard-normal random variable) [duplicate]
Demonstrate that, for a standard normal random variable:
$$1-\Phi(x) \approx \frac{\varphi(x)}x$$
for large values of $x$.
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3
votes
1
answer
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Calculating P-Value of a Z-Score without using Z-Table [duplicate]
I couldn't find any videos or documentation that shows how to calculate p-value of a z-score without using z-table. Isn't it possible or is it that hard?
I know i can use scipy to get that ...
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0
votes
1
answer
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How to calculate percentiles from z-scores [duplicate]
We often get reference tables to match z-scores with equivalent percentiles.
Can anyone help me calculate percentiles from z-scores? What's the formula?
Thank you.
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0
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standard normal CDF in Excel (by hand) [duplicate]
i'm struggling hard to calculate the CDF in excel without using pre-built formulas.
I have Z score and need to compute CDF of standard Normal distribution.
Let's say i have column A with Z scores
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0
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0
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368
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Calculating area under normal curve to the right of an extremely high z-score [duplicate]
This might be a little unusual, but please bear with me. I'm working on a theoretical exercise in chromatography (chemistry), a method that is used to separate different molecules. It is assumed that ...
0
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1
answer
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Asymptotic equivalence of the survival function of a standard Gaussian [duplicate]
My statistics teacher told us the following asymptotic result:
$X \sim N(0,1) $
$$ P(X > u) \underset{u \rightarrow +\infty}{\sim} \frac{1}{u} \exp\left(-\frac{u^2}{2}\right). $$
Do you know how to ...
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0
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How to compute CDF probability of normal distribution [duplicate]
Possible Duplicate:
Evaluate definite interval of normal distribution
Title was changed and question edited bellow.
How is possible that a probability density function defined as following can ...
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0
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0
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55
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CDF for inverse normal distribution [duplicate]
Do you have any idea how I can get the cumulative distribution function (CDF) for inverse-normal (Gauusian) distribution? Modeler 18.2 doesn't have that specific function, and I need it to calculate a ...
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0
votes
0
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Formulae to Convert between z Critical Value and Confidence Level [duplicate]
What are the two formulae to convert between the two?
For example, I have a z critical value of 3.00. With what formula can you convert this to ...
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0
votes
0
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How to calculate a p-value without using a lookup table [duplicate]
I'm looking for the formula to calculate a p-value for statistical hypothesis testing by hand without using the lookup table. I've found something here (Calculating P-Value of a Z-Score without using ...
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0
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Help figuring out this Standard Normal Problem [duplicate]
Need to somehow prove P(Z less then z) is less then equation2
I dont know where to get started with this problem. Please help me figure out how to go about doing this problem. Thank you
So do i need ...
24
votes
5
answers
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How to show that this integral of the normal distribution is finite?
Numerically, I have noticed that
$$\int_{-\infty}^{\infty} \dfrac{\phi(x)^2}{\Phi(x)}dx < \infty$$
where $\phi$ and $\Phi$ are the standard normal pdf and cdf. However, I do not see how to prove it....
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14
votes
3
answers
4k
views
How to compute the probability associated with absurdly large Z-scores?
Software packages for network motif detection can return enormously high Z-scores (the highest I've seen is 600,000+, but Z-scores of more than 100 are quite common). I plan to show that these Z-...
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11
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8
answers
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Approximation of logarithm of standard normal CDF for x<0
Does anyone know of an approximation for the logarithm of the standard normal CDF for x<0?
I need to implement an algorithm that very quickly calculates it. The straightforward way, of course, is ...
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12
votes
1
answer
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Is it possible to analytically integrate $x$ multiplied by the lognormal probability density function?
Firstly, by analytically integrate, I mean, is there an integration rule to solve this as opposed to numerical analyses (such as trapezoidal, Gauss-Legendre or Simpson's rules)?
I have a function $\...
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