The mth/prob menu - part 2 – HP 49g+ User Manual

Page 156

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Page 15-3

The MTH/PROB menu - part 2

In this section we discuss four continuous probability distributions that are
commonly used for problems related to statistical inference: the normal
distribution, the Student’s t distribution, the Chi-square (

χ

2

) distribution, and

the F-distribution. The functions provided by the calculator to evaluate
probabilities for these distributions are NDIST, UTPN, UTPT, UTPC, and UTPF.
These functions are contained in the MTH/PROBABILITY menu introduced
earlier in this chapter. To see these functions activate the MTH menu:
„´ and select the PROBABILITY option:

The Normal distribution

Functions NDIST and UTPN relate to the Normal distribution with mean

µ

,

and variance

σ

2

.


To calculate the value of probability density function, or pdf, of the f(x) for the
normal distribution, use function NDIST(

µ

,

σ

2

,x). For example, check that for a

normal distribution, NDIST(1.0,0.5,2.0) = 0.20755374. This function is
useful to plot the Normal distribution pdf).

The calculator also provides function UTPN that calculates the upper-tail
normal distribution, i.e., UTPN(

µ

,

σ

2

, x) = P(X>x) = 1 - P(X<x), where P()

represents a probability. For example, check that for a normal distribution,
with

µ

= 1.0,

σ

2

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


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 calculator provides for values of
the upper-tail (cumulative) distribution function for the t-distribution, function

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