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Gaussian Propability Area at different alpha

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maria on 14 Nov 2011
Good evening, I need some help! I am having a vector of data with a PDF of a Gaussian function. I would like to calculate the value of the probability (so the area under the curve) for different sigma. so it means at 65%, 95% and 99% level of significance. What kind of functions can i use? I was thinking to use the cdf function but how? please someone can help me?
thank you
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Wayne King
Wayne King on 14 Nov 2011
I think you're confusing your terminology. Do you want which value of the random variable is such that 0.65, 0.95, or 0.99 probaility lies under the curve up to that value? Do you this symmetric, so that 0.99 means that you have 0.01/2 in the lower tail and 0.01/2 in the upper tail?

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Answers (1)

Jonathan on 14 Nov 2011
I believe this will accomplish your purpose. Let me know.
LoS = .99; % Your level of significance
lower = (1 - LoS) / 2;
upper = 1 - lower;
sigma = norminv([lower upper],0,1) % The desired sigma

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