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Explanation of some terms in Normal(Gaussian) Distribution

  1. Oct 7, 2012 #1
    Hello,

    I need your help in clarifying some points from Normal Distribution Theorem:

    What does this expression exactly says:

    P(Z<=z) ?

    Z is random variable?

    z is deviation?
     
  2. jcsd
  3. Oct 7, 2012 #2

    Mute

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    Homework Helper

    ##P(Z \leq z)## is the probability that the random variable, denoted capital ##Z##, is less than or equal to some specific value, lowercase ##z##. The lowercase ##z## is a variable, so that this is in fact a function

    $$\Phi(z) = P(Z \leq z),$$
    called the "cumulative density function.
     
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