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  2. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    Z tables use at least three different conventions: Cumulative from mean gives a probability that a statistic is between 0 (mean) and Z. Example: Prob(0 ≤ Z ≤ 0.69) = 0.2549. Cumulative gives a probability that a statistic is less than Z. This equates to the area of the distribution below Z. Example: Prob(Z ≤ 0.69) = 0.7549. Complementary ...

  3. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is [ 2 ] [ 3 ] f ( x ) = 1 2 π σ 2 e − ( x − μ ) 2 2 σ 2 . {\displaystyle f(x)={\frac {1}{\sqrt {2\pi \sigma ^{2 ...

  4. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    Diagram showing the cumulative distribution function for the normal distribution with mean (μ) 0 and variance (σ 2) 1. These numerical values "68%, 95%, 99.7%" come from the cumulative distribution function of the normal distribution. The prediction interval for any standard score z corresponds numerically to (1 − (1 − Φ μ,σ 2 (z)) · 2).

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    A discrete probability distribution is the probability distribution of a random variable that can take on only a countable number of values [15] (almost surely) [16] which means that the probability of any event can be expressed as a (finite or countably infinite) sum: = (=), where is a countable set with () =.

  6. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Looking up the z-score in a table of the standard normal distribution cumulative probability, we find that the probability of observing a standard normal value below −2.47 is approximately 0.5 − 0.4932 = 0.0068.

  7. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    Z is a standard normal with expected value 0 and variance 1; V has a chi-squared distribution (χ 2-distribution) with degrees of freedom; Z and V are independent; A different distribution is defined as that of the random variable defined, for a given constant μ, by (+).

  8. Distribution of the product of two random variables - Wikipedia

    en.wikipedia.org/wiki/Distribution_of_the...

    A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y , the distribution of the random variable Z that is formed as the product Z = X Y {\displaystyle Z=XY} is a product distribution .

  9. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    Given a complex number z, there is not a unique complex number w satisfying erf w = z, so a true inverse function would be multivalued. However, for −1 < x < 1 , there is a unique real number denoted erf −1 x satisfying erf ⁡ ( erf − 1 ⁡ x ) = x . {\displaystyle \operatorname {erf} \left(\operatorname {erf} ^{-1}x\right)=x.}