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Unformatted text preview: th percentile of the standard normal distribution. Appendix Table A.3 gives for fixed z the area under the standard normal curve to the left of z , whereas here we have the area and want the value of z . This is the “inverse” problem to P ( Z z ) = ? Here .9901 lies at the intersection of the row marked 2.3 and column marked .03, so the 99th percentile is (approximately) z = 2.33. z Notation for z Critical Values Notation z will denote the value on the z axis for which of the area under the z curve lies to the right of z . For example, z .10 captures upper-tail area .10, and z .01 captures upper-tail area .01. Nonstandard normal distributions Proposition If X has a normal distribution with mean and standard deviation , then The key idea of the proposition is that by standardizing, any probability involving X can be expressed as a probability involving a standard normal rv Z , so that Appendix Table A.3 can be used....
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- Fall '08
- Normal Distribution, standard normal distribution, Appendix Table A.3, Jun Xie