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Math Help - Percentage points of the normal distribution

  1. #1
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    Exclamation Percentage points of the normal distribution

    Can anyone explain and show how to use Percentage points of the normal distribution??

    If you can give me some examples of using Percentage points of the normal distribution, i would really appreiciate it.

    Thank you.

    Here is percentage points of the normal distribution.

    PERCENTAGE POINTS OF THE NORMAL DISTRIBUTION
    The values z in the table are those which a random variable Z ∼ N(0, 1) exceeds with probability p;
    that is, P(Z > z) = 1 − Φ(z) = p.
      p    z    p    z
    0.5000 0.0000 0.0500 1.6449
    0.4000 0.2533 0.0250 1.9600
    0.3000 0.5244 0.0100 2.3263
    0.2000 0.8416 0.0050 2.5758
    0.1500 1.0364 0.0010 3.0902
    0.1000 1.2816 0.0005 3.2905
    Last edited by Changhons; May 18th 2009 at 06:26 PM.
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  2. #2
    MHF Contributor matheagle's Avatar
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    Are you asking how to find percentile points of a non-standard normal random variable? The values you posted are of a st normal.

    The transformation between a normal and a st normal is

    Z={X-\mu_X\over \sigma_X} where \mu_X is the expectation of X and \sigma_X the standard deviation of X.
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