How to use norminv?

Given Z ~ N(0,1), how can we calculate a value c such that P(-c<Z<c) = 0.685. How can we give the answer in two decimal places? I am new to MATLAB and still finding my feet here.
Thank you for your help.

Answers (1)

Walter Roberson
Walter Roberson on 24 Mar 2019

1 vote

If P(-c<Z<c) is something, then assuming the mean is 0, you have a symmetric situation. If a certain probability Pz, is in the center, -c to +c, then the remaining probability, 1-Pz, must be evenly split between the two tails. So you need to find the c such that the probability from -inf to -c is (1-Pz)/2 . Which is something you can calculate with norminv()

2 Comments

Thank you, Walter. I just tried a number of combinations using norminv but none seems to be working. I get errors "Maximum variable size allowed for this program is exceeded" etc. Could you please tell me which of the following would be used for solving this (I have taken these from online norminv documentation:
x = norminv(p)
x = norminv(p,mu)
x = norminv(p,mu,sigma)
Thank you
norminv((1-Pz)/2)

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on 23 Mar 2019

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on 24 Mar 2019

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