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Generate Random Normal Values: Graph Limits

The document discusses the normal distribution and generates a random normal value. It defines the mean, standard deviation, and graph limits for a normal distribution. A probability density graph and cumulative probability graph are shown for the normal distribution with the given parameters. A table also lists the probability density and cumulative probability values for z-scores between -2 and 2.

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Denny Raines
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© Attribution Non-Commercial (BY-NC)
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0% found this document useful (0 votes)
41 views

Generate Random Normal Values: Graph Limits

The document discusses the normal distribution and generates a random normal value. It defines the mean, standard deviation, and graph limits for a normal distribution. A probability density graph and cumulative probability graph are shown for the normal distribution with the given parameters. A table also lists the probability density and cumulative probability values for z-scores between -2 and 2.

Uploaded by

Denny Raines
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Mean, m

Standard Deviation, s
Graph Limits
zmin
zmax

f ( x)

-2
2

0
1

2s

xm

Cumulative Probability
xmin
-1.88
xmax
2.5

Generate Random Normal Values


=NORMINV(rand(),mean,standard_dev)
0.250872

( xm )2
2s 2

Pr(x<xmin)
Pr(x>xmax)
Pr(xmin<x<xmax)

3.01%
0.62%
96.37%

0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0

-3

-2

-1

0.45
0.4
0.35

Probability Density

0.4
0.35
0.3

0.25
0.2
0.15
0.1
0.05

0.3
0.25
0.2
0.15
0.1
0.05
0

-3

-2

-1

Cumulative Probability Graph


15
0.45

1.1
1

0.4

0.9

0.35

0.8

0.3

0.7

0.25

0.6

0.2

0.5
0.4

0.15

0.3

0.1

-3

1.1
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
2

-2

0.05
8.08%
0
-1
0

0.2

0.1
0

Cumulative Probability

-1.4
-1.4
8.08%

Probability Density

z
x
F(x)

Cumulative Probability

0.45

f (x )
z
x
F(x)
-2
-2
0.053991
0.02275
-1.9
-1.9
0.065616 0.028717
-1.8
-1.8
0.07895
0.03593
-1.7
-1.7
0.094049 0.044565
-1.6
-1.6
0.110921 0.054799
-1.5
-1.5
0.129518 0.066807
-1.4
-1.4
0.149727 0.080757
-1.3
-1.3
0.171369
0.0968
-1.2
-1.2
0.194186
0.11507
-1.1
-1.1
0.217852 0.135666
-1
-1
0.241971 0.158655
-0.9
-0.9
0.266085
0.18406
-0.8
-0.8
0.289692 0.211855
-0.7
-0.7
0.312254 0.241964
-0.6
-0.6
0.333225 0.274253
-0.5
-0.5
0.352065 0.308538
-0.4
-0.4
0.36827 0.344578
-0.3
-0.3
0.381388 0.382089
-0.2
-0.2
0.391043
0.42074
-0.1
-0.1
0.396953 0.460172
6.38E-16 6.38E-16 0.398942
0.5
0.1
0.1
0.396953 0.539828
0.2
0.2
0.391043
0.57926
Normal (Gaussian) Distribution
0.3
0.3
0.381388 0.617911
0.4
0.4
0.36827 0.655422
0.5
0.5
0.352065 0.691462
0.6
0.6
0.333225 0.725747
0.7
0.7
0.312254 0.758036
0.8
0.8
0.289692 0.788145
0.9
0.9
0.266085
0.81594
1
1
0.241971 0.841345
1.1
1.1
0.217852 0.864334
1.2
1.2
0.194186
0.88493
1.3
1.3
0.171369
0.9032
1.4
1.4
0.149727 0.919243
-2
-1.6 -1.2 -0.8 -0.4
6.38378E-16
0.4
0.8
1.2
1.6
1.5
1.5
0.129518 0.933193
1.6
1.6
0.110921 0.945201
1.7
1.7
0.094049 0.955435
1.8
1.8
0.07895
0.96407
1.9
1.9
0.065616 0.971283
2
2
0.053991
0.97725

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