Previous Page  Next Page 
Distribution Analyses

Normal Distribution

The normal distribution has the probability density function

f(y) = \frac{1}{\sqrt{2{\pi}} \sigma } \exp( - \frac{1}2 (\frac{y-\mu}{\sigma})^2 ) {for -\infty\lt y\lt\infty}
where \mu is the mean and \sigma is the scale parameter.

The cumulative distribution function is

F(y) = \Phi( \frac{y-\mu}{\sigma} )
where the function \Phi is the cumulative distribution function of the standard normal variable: \Phi(z) = \frac{1}{\sqrt{2{\pi}} } \int_{-\infty}^z{\exp( - u^2/2 ) du}

Previous Page  Next Page  Top of Page

Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.