NO.PZ2020010303000010
问题如下:
Either using a Z table or the Excel function NORM.S.INV, compute
a. z so that Pr(z < Z) = .95 when Z ∼ N(0, 1)
b. z so that Pr(z > Z) = .95 when Z ∼ N(0, 1)
c. z so that Pr(-z < Z < z) = .75 when Z ∼ N(0, 1)
d. a and b so that Pr(a < X < b) = .75 and Pr(X < a) = 0.125 when X ∼ N(2, 4)
选项:
解释:
a. 1.645. In Excel, the command to compute this value is NORM.S.INV(.95).
b. -1.645. In Excel, the command to compute this value is NORM.S.INV(.05).
c. 1.15. Here the tail to the left should have 12.5% and the tail to the right should also have 12.5%. In Excel, the command to compute this value is –NORM.S.INV(.125).
d. -0.3 and 4.3. The area of the left and right should each have 12.5%. These can be constructed using the answer to the previous problem by re-centering on the mean and scaling by the standard deviation, so that a = 2 * -1.15 + 2 and b = 2 * 1.15 + 2. Note that the formula is , where q is the quantile value.
a. 题目Pr(z < Z) = .95
Pr(z < Z) = Pr(Z > z) 求的是小z吧,z= -1.645?
b. 题目Pr(z > Z) = .95
Pr(z > Z) = Pr(Z < z) ,z = 1.645?