Probability Distributions
To get the probability of x in a normal distribution:
norm_pdf(x);
To get the cumulative probability of x in a normal distribution:
norm_cdf(x);
To get the value x that has a cumulative probability p in a normal distribution:
norm_inv(p);
| Probability | Cumulative | Inverse | Description |
|---|---|---|---|
norm_pdf(x) | norm_cdf(x) | norm_inv(p) | Normal distribution |
t_pdf(x,df) | t_cdf(x,df) | t_inv(p,df) | Student’s T distribution |
where df is the degrees of freedom in the probability distribution.