imantha
imantha

Reputation: 3828

Computing percentile / probability using zscore

For the following example how do I compute the percentile / probability values / tail area in julia

 Example : N(1100, 200) #Normally distributed with mean 1100 & standard deviation 200 for lets say SAT score
 x = 1030 #Lets say students SAT score
 
 #manual calculation
 z-score = (x-mean)/std.dev = 1030-1100 / 200 = -0.35
 #using the probability table the tail area corresponding to this is 0.3632

The zscore can be computed using the stats base package.

using StatsBase 
zscore([1030], 1100, 200) 
# Out > 0.35

How do i compute the corresponding probability (0.3632) obtained from the statistical tables?

Upvotes: 3

Views: 472

Answers (1)

Cameron Bieganek
Cameron Bieganek

Reputation: 7674

Turning @DNF's comment into an answer:

You can use the cdf function from Distributions.jl:

julia> using Distributions

julia> cdf(Normal(1100, 200), 1030)
0.3631693488243809

Upvotes: 2

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