Standard Normal Distribution |
The standard normal distribution is the normal (Gaussian) distribution with a mean of zero and a standard deviation of one. Windographer calculates the cumulative distribution function of the standard normal distribution using the following equation:
Where erf() is the error function.
The equation below gives the quantile function of the standard normal distribution:
Windographer uses the quantile function to calculate the quantile corresponding to to a given probability. For example, to find the 99th percentile value, meaning the value that exceeds 99% of all values in the distribution, Windographer would use the quantile equation with a P(X ≤ x) value of 0.99, giving an x value of 2.326. That indicates that a value 2.326 standard deviations above the mean is greater than 99% of all the values in the distribution, assuming the distribution is normal.
The table below shows some other values of x produced by the quantile function.
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See also
Cumulative distribution function