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Saturday, November 8, 2014

Normal Distribution






Below is my Google Docs Spreadsheet for Normal Distributions:

This sheet you cannot change because I have it locked, but if you would like access so you can use my sheet, and just put in your data and get the answer - email me: messenger1964@yahoo.com

Link to Normal Distribution Page - CLICK HERE!
(Use Math Stat Dist IV tab at bottom)

Normal Distribution
aμXσAnswer Φ(a)
4.421.6-1.5
bμXσAnswer Φ(b)
1010.30.251.2
Formula (p.d.f)
f(x) = 1/(σ√2π)*e^(-(x-μ)^(2)/2σ^(2))a0.000000085818477
∀ x ∈ R (-∞, +∞)
Google Sheets Formula = (=(1/(2*PI())*EXP(-D3-C3)^(2))/2*E3^(2))
Converting P(X) to P(Z) (raw Z score) Answer Z
P((X-μ)/σ)a-1.5
Example: P(X<10.1)= P((X-μ)/σ)<P(10.1-10/.25)b1.2
if u = 10, X = 10.1 and σ = .25
Using Standard Norm Table Formulas:
P{Z<a} = Φ(a)-1.5
P{Z>a} = 1-Φ(a)2.5
P{Z<-a} = 1-Φ(a)2.5
P{Z>-a} = Φ(a)-1.5
P{a<Z<b} = Φ(b)-Φ(a)a<b2.7
P{-a<Z<b} = Φ(b)+Φ(a)-1a<b-1.3
P{-b<Z<a} = Φ(b)+Φ(a)-1a<b-1.3
P{-b<Z<a} = Φ(b)-Φ(a)a<b2.7
Finding Percentiles of Normal Distributions: ZμσAnswer (X)
Z = (X-μ)/σ so X = μ+σ*Z-0.454.41.2
X = μ+σ*Z =
X=3.86
Google Sheets Formula = (=E29+F29*D29)
E[X] =
E[X]=μ4.4
E[X^(2)] =
σ^(2)+μ^(2)21.92
Google Sheets Formula = (=E3^(2)+C3^(2))
Variance
Var = σ^(2) = σ^(2)2.56
Standard Deviation
St.Dev = √σ1.6
E[X^(3)] =
6*θ^(3) 24.576
Third Moment of X about the Mean =
E[(X-E[X])^(3)]=
2*θ^(3) 8.192
Moment Generating Function
M(t) = E[e^(tX)] =
e^[μt+((σ^(2)*(t^(2))/2]

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