Thread: distribution probability
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Old June 30th, 2009, 05:36 PM
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Originally Posted by WillB View Post
Yes, they give this equation at the top of the normal distibution table
P(Z \le z)=\int^{z}_{-\infty}\frac{1}{\sqrt{2\pi}}e^{-w^{2}/2}dw I see that W=\frac{X-\mu}{\sigma}, so w should be the same thing.
This intergral is the cdf of the normal distribution. w is a dummy variable of integration. The integral can't be done exactly (unless z = 0 or +oo), it has to be done numerically using technology (in which case you may as well just use the technology to directly get the probability in the first place).
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