Normal distribution cdf, The student-t distribution – HP 50g Graphing Calculator User Manual

Page 559

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Page 17-10

where

μ is the mean, and σ

2

is the variance of the distribution. To calculate the

value of f(

μ,σ

2

,x) for the normal distribution, use function NDIST with the

following arguments: the mean,

μ, the variance, σ

2

, and, the value x , i.e.,

NDIST(

μ,σ

2

,x). For example, check that for a normal distribution, f(1.0,0.5,2.0)

= 0.20755374.

Normal distribution cdf

The calculator has a function UTPN that calculates the upper-tail normal
distribution, i.e., UTPN(x) = P(X>x) = 1 - P(X<x). To obtain the value of the
upper-tail normal distribution UTPN we need to enter the following values: the
mean,

μ; the variance, σ

2

; and, the value x, e.g., UTPN((

μ,σ

2

,x)

For example, check that for a normal distribution, with

μ = 1.0, σ

2

= 0.5,

UTPN(0.75) = 0.638163. Use UTPN(1.0,0.5,0.75) = 0.638163.

Different probability calculations for normal distributions [X is N(

μ,σ

2

)] can be

defined using the function UTPN, as follows:

Θ P(X<a) = 1 - UTPN(

μ, σ

2

,a)

Θ P(a<X<b) = P(X<b) - P(X<a) = 1 - UTPN(

μ, σ

2

,b) - (1 - UTPN(

μ, σ

2

,a)) =

UTPN(

μ, σ

2

,a) - UTPN(

μ, σ

2

,b)

Θ P(X>c) = UTPN(

μ, σ

2

,c)

Examples: Using

μ = 1.5, and σ

2

= 0.5, find:

P(X<1.0) = 1 - P(X>1.0) = 1 - UTPN(1.5, 0.5, 1.0) = 0.239750.
P(X>2.0) = UTPN(1.5, 0.5, 2.0) = 0.239750.
P(1.0<X<2.0) = F(1.0) - F(2.0) = UTPN(1.5,0.5,1.0) - UTPN(1.5,0.5,2.0) =
0.7602499 - 0.2397500 = 0.524998.

The Student-t distribution

The Student-t, or simply, the t-, distribution has one parameter

ν, known as the

degrees of freedom of the distribution. The probability distribution function (pdf)
is given by

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