PDFtest
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Calculating with the Normal Distribution<br />
• There is no closed form solution to the integral<br />
√1<br />
2π<br />
e −x2 /2 dx, so we rely upon computers (or<br />
∫ b<br />
a<br />
tables).<br />
• The c.d.f. of the standard normal distribution is<br />
∫ z<br />
1<br />
Φ(z) = √ e −x2 /2 dx.<br />
2π<br />
−∞<br />
This is tabulated on page 201 of Ross.<br />
Example. Find ∫ 2<br />
−1<br />
Solution.<br />
1 √<br />
2π<br />
e −x2 /2 dx.<br />
21
Change language