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04/24/07 11:59am


Firstly, stats is not my strong point at all, so apologies if the answer to this is obvious.

I need to calculate percentiles and probabilities of the standard normal distribution. However I am getting back some strange results (according to the stats people) and would appretiate any help with this.

eg: for the 95th percentile.

I run the following :

<< Statistics`ContinuousDistributions`;

PercentileVal = Solve[CDF[NormalDistribution[0, 1], x] == 0.95, x];
FinalPerc = PercentileVal[[1, 1, 2]]

and get 1.64.

I have been told that this incorrect and i should get 1.96??

Any ideas?

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Author Date Posted
Standard Normal Probabilities & Percentiles mike 04/24/07 11:59am
Re: Standard Normal Probabilities & Percentiles yehuda ben-s... 04/25/07 02:07am
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