In: Statistics and Probability
6.8 For normal(0,1), find a number z ∗ solving P(−z ∗ ≤ Z ≤ z ∗ ) = .05 (use qnorm and symmetry).R coding
6.10 Make a histogram of 100 exponential numbers with mean 10. Estimate the median. Is it more or less than the mean?
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6.8.
The “qnorm” function in R can provide the variable value for a normal variable with specified mean and standard deviation, if the cumulative probability corresponding to that value is given. The formula is to be entered in the form: qnorm(p,mean-standard_deviation), where p is the given cumulative probability.
Due to symmetry of the normal distribution,
As a result,
Now, for the standard normal variate Z, the mean is 0 and the standard deviation is 1.
Enter the following formula in an R console:
Press Enter.
The variable value is obtained as 0.0627 (correct to 4 decimal places).
Hence, the value of z* is 0.0627.