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Normal distribution curve area?

  1. Nov 5, 2015 #1
    Is there a relatively simple algorithm to compute the area in percentage under the curve as represented by a sigma value?
    For example;
    3 sigma = 99.7
    2 sigma = 95
    1 sigma = 68.3
    Now suppose I wanted to know 2.5 sigma without a table.
     
  2. jcsd
  3. Nov 5, 2015 #2
    Wolfram Alpha, MMA, Matlab, and other programs are pretty good at definite integrals.
     
  4. Nov 5, 2015 #3

    HallsofIvy

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    Staff Emeritus
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    No, there isn't. The standard normal distribution probability that "z< a" is [itex]\frac{1}{\sqrt{2\pi}}\int_{-\inf}^a e^{-\frac{x^2}{2}} dx[/itex]. That cannot be integrated in terms of elementary functions so either do a numerical integration or use a table (which was developed by numerical integrations).
     
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