How to get probability from a normal distribution?

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Discussion Overview

The discussion revolves around calculating probabilities from a transformed normal distribution, specifically focusing on the transformation Z=Y^3 where Y follows a standard normal distribution. Participants explore methods to approximate the probability P(Z≤1) and discuss the implications of using different powers of Y.

Discussion Character

  • Exploratory, Technical explanation, Mathematical reasoning

Main Points Raised

  • One participant queries how to approximate the probability P(Z≤1) for Z=Y^3, expressing familiarity with the case of Z=Y^2.
  • Another participant suggests that for odd powers, the probability can be calculated by taking the appropriate root of the constant of interest.
  • A different participant attempts to relate P(Y≤1) to P(X^3≤1) and calculates the probability using standard normal distribution values, questioning if their result of 0.84134 is correct.
  • There is a suggestion to plot the probability density function (pdf) for Y^3 by transforming the coordinates of the normal distribution accordingly.

Areas of Agreement / Disagreement

Participants present differing approaches to calculating the probability and interpreting the transformation, indicating that multiple competing views remain without a consensus on the best method.

Contextual Notes

Some assumptions regarding the transformations and the properties of the distributions are not explicitly stated, and there is uncertainty about the correctness of the calculated probability value.

sneaky666
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If I had Z=Y^3 where Y is a standard normal distribution. How would I approx. calculate the probability of Z<=1 ?, I would understand it if it was Z=Y^2 which is chi-square...
 
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P(Z ≤ 1)=P(Y ≤ 1). In general for odd powers, you just need to take the appropriate root of the constant of interest.
 
well i have to do P(Y<=1) = P(X^3<=1) = P(X<=1), and since X ~N(0,1), so I can just look in the book for the standard normal distribution values
which is just 0.84134, is that right?
By the way out of curiosity how would the pdf graph look for Y^3 ?
 
I assume you meant X^3 = Y. Plot pdf for normal distribution. Change X coordinates to Y^(1/3) and replot to be linear in Y.
 

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