Chapter 6: Normal Probability Distributions
We can also input into STATA a probability value, or percentile, and STATA will calculate the z score that corresponds to that number i.e. P(Z < ?) = 0.95. In class we have written the pth percentile as zp. These values are sometimes called critical values. So for example, the 95th percentile of the standard normal distribution is z0.95 =1.645. ................
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