Here we consider a random variable, Z, with a \(Normal(\mu=0, \sigma=1)\) distribution. This is the Standard Normal distribution. The table below shows the cumulative distribution function \(P(z\leq z)\) and \(P(Z > z)\)
| z | cdf | one.minus.cdf |
|---|---|---|
| -3.00 | 0.001 | 0.999 |
| -2.00 | 0.023 | 0.977 |
| -1.96 | 0.025 | 0.975 |
| -1.64 | 0.051 | 0.949 |
| -1.50 | 0.067 | 0.933 |
| -1.00 | 0.159 | 0.841 |
| -0.75 | 0.227 | 0.773 |
| 0.00 | 0.500 | 0.500 |
| 0.75 | 0.773 | 0.227 |
| 1.00 | 0.841 | 0.159 |
| 1.50 | 0.933 | 0.067 |
| 1.64 | 0.949 | 0.051 |
| 1.96 | 0.975 | 0.025 |
| 2.00 | 0.977 | 0.023 |
| 3.00 | 0.999 | 0.001 |
Density of Standard Normal Distribution
Here we consider a random variable, Z, with a \(Normal(\mu=3, \sigma=1)\) distribution. The table below shows the cumulative distribution function \(P(X\leq x)\)
| x | cdf | one.minus.cdf |
|---|---|---|
| 0.00 | 0.001 | 0.999 |
| 1.00 | 0.023 | 0.977 |
| 1.04 | 0.025 | 0.975 |
| 1.36 | 0.051 | 0.949 |
| 1.50 | 0.067 | 0.933 |
| 2.00 | 0.159 | 0.841 |
| 2.25 | 0.227 | 0.773 |
| 3.00 | 0.500 | 0.500 |
| 3.75 | 0.773 | 0.227 |
| 4.00 | 0.841 | 0.159 |
| 4.50 | 0.933 | 0.067 |
| 4.64 | 0.949 | 0.051 |
| 4.96 | 0.975 | 0.025 |
| 5.00 | 0.977 | 0.023 |
| 6.00 | 0.999 | 0.001 |
Density of Normal(3, sd=1)
Here we consider a random variable, Z, with a \(Normal(\mu=3, \sigma=2)\) distribution. The table below shows the cumulative distribution function \(P(X\leq x)\)
| x | cdf | one.minus.cdf |
|---|---|---|
| -3.00 | 0.001 | 0.999 |
| -1.00 | 0.023 | 0.977 |
| -0.92 | 0.025 | 0.975 |
| -0.28 | 0.051 | 0.949 |
| 0.00 | 0.067 | 0.933 |
| 1.00 | 0.159 | 0.841 |
| 1.50 | 0.227 | 0.773 |
| 3.00 | 0.500 | 0.500 |
| 4.50 | 0.773 | 0.227 |
| 5.00 | 0.841 | 0.159 |
| 6.00 | 0.933 | 0.067 |
| 6.28 | 0.949 | 0.051 |
| 6.92 | 0.975 | 0.025 |
| 7.00 | 0.977 | 0.023 |
| 9.00 | 0.999 | 0.001 |
Density of Normal(3,sd=2)
Combined Plots