Jon Cryer <[EMAIL PROTECTED]> astutely noted an error in the formula
(below) that I gave for the standard normal cumulative density
function. The integral, of course, should go from -infinity to z, not
from -infinity to +infinity (the latter integral will always equal 1).
I apologize for the error and thank Jon for pointing it out.
John Uebersax
John Uebersax wrote:
>
> +infinity [<-- should be z, not +infinity]
> p = PHI(z) = INTEGRAL phi(z)
> -infinity
>
> where:
> z = standard normal deviate
> PHI(z) = is the probability (p) of observing a score at or
> below z
> phi(z) = is the formula for the standard normal curve:
>
> 1/sqrt(2*pi) * exp(-z^2/2)
>
> Note that PHI() and phi() -- (these mean the greek letters, upper-case
> and lower-case, respectively) are different. PHI() is the cumulant of
> phi().
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
