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Degrees of confidence

  1. Sep 6, 2010 #1
    Hi, I'ld like to know if anyone knows how to find the 'z' score inrelation to a percentage degree of confidence. The question is: Determine the z score that would give a result with a degree of confidence of 95%.

    I know that it is, 1.9600. However, I would like to know how to figure this out mathematically.

    Thanks,
    Sirsh.
     
  2. jcsd
  3. Sep 7, 2010 #2
    It's based on the area under the standard normal distribution:
    [tex]\frac{1}{\sqrt{2\pi}} e^{-\frac{1}{2}z^2} [/tex]

    Your question "Determine the z score that would give a result with a degree of confidence of 95%." comes down to "what is the value of z such that the area under the standard normal distribution between -z and z is equal to 0.95?". And it turns out that:

    [tex]\int_{-1.96}^{1.96} \frac{1}{\sqrt{2\pi}} e^{-\frac{1}{2}z^2} dz \approx 0.95[/tex]
     
  4. Sep 11, 2010 #3
    Thanks alot, gerben!
     
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