Statistical: Statistics Functions and Integrals???

  • As usual I'm over my head. I have some information on using statistics to set the number of samples to take. The guidance I have makes use of tables and I would like to use Excel to do the calucations, but, I can't seem to find a function that duplicates the table they have and I haven't a clue as to how to do integrals in Excel.

    One of the table they reference is called "Areas uner standardized normal density function". I can find a density funtion in Excel but it doesn't appear to be the same thing.

    I have attached this guidance material, maybe someone more knowledgable about statistics and Excel can help. The formula that makes reference to this table is in section 4.2.2

    Thanks in advance

  • Use Excels NORMSDIST function. To get the area under the standard normal curve from minus infinity to 1.96 you would use =NORMSDIST(1.96). The inverse of that function is NORMSINV. There is also NORMDIST and NORMINV where you can also supply the mean and standard deviation. There are similar functions for t values, TDIST and TINV although they work a bit differently. Some trial and error and you will be able to duplicate the standard tables. The only caveat is the functions are inaccurate for the extreme tail values, and NORMSINV goes bonkers when fed values smaller than E-07

  • I looked into that and it appears to be something different that what the guidance material is discussing. I used the figures on pp132 and the table of pp133 of the attached document.

  • I hope I'm not doing someone's homework, but this is a normal distribution table that you can exactly duplicate in excel.

    the NORMDIST function wants four arguments. First is the point on the distribution you want. Here it is the sum of the number on the left and the number on the top of the table (0.1 + 0.01) for second row, second column.

    Second is the mean for your normal distribution. Here they are using a mean of zero. Third is the standard deviation of your normal distribution. Here they are using 1.

    Fourth is True if you want the area under the curve.

    Only trick here is they are showing area above the point, not below. So just calculate 1 minus the NormDist result.

    If this was homework, please read your statistics book. This stuff is important.:biggrin:

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