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probability mass function
When I enter the value 27.2, the mean 27.20625 and the stdev 0.123798 into
the NORMDIST function, set to false, I get the probability mass function outcome of 3.2184. Can anyone tell me what this means. I thought that the maximum value fora pmf was 1, and in fact that the sum of the pmfs for all possible values is 1. -- Jeroen |
probability mass function
Continuous distributions have probability density functions (pdf), not
probability mass functions (pmf) http://en.wikipedia.org/wiki/Probability_mass_function http://en.wikipedia.org/wiki/Probabi...nsity_function In a pdf, probability (<=1) is an area under the curve, not the height of the curve. For the Normal distribution, essentially all of the probability occurs between mean+/-3*std_dev, which in your case is a region <3/4 wide, so the height of the pdf must exceed 4/3 to achieve a total area of one (and since most of the mass is concentrated near the mean, it must exceed 4/3 by a great deal there). Alternately, help for NORMDIST gives the formula for the normal pdf, which you can use to calculate that the value at the mean is nearly 3.25. Jerry "jeroen van dijk" wrote: When I enter the value 27.2, the mean 27.20625 and the stdev 0.123798 into the NORMDIST function, set to false, I get the probability mass function outcome of 3.2184. Can anyone tell me what this means. I thought that the maximum value fora pmf was 1, and in fact that the sum of the pmfs for all possible values is 1. -- Jeroen |
probability mass function
Thank you for your answer. Is there a simple way to go from the pdf to the
actual probability? -- Jeroen "Jerry W. Lewis" wrote: Continuous distributions have probability density functions (pdf), not probability mass functions (pmf) http://en.wikipedia.org/wiki/Probability_mass_function http://en.wikipedia.org/wiki/Probabi...nsity_function In a pdf, probability (<=1) is an area under the curve, not the height of the curve. For the Normal distribution, essentially all of the probability occurs between mean+/-3*std_dev, which in your case is a region <3/4 wide, so the height of the pdf must exceed 4/3 to achieve a total area of one (and since most of the mass is concentrated near the mean, it must exceed 4/3 by a great deal there). Alternately, help for NORMDIST gives the formula for the normal pdf, which you can use to calculate that the value at the mean is nearly 3.25. Jerry "jeroen van dijk" wrote: When I enter the value 27.2, the mean 27.20625 and the stdev 0.123798 into the NORMDIST function, set to false, I get the probability mass function outcome of 3.2184. Can anyone tell me what this means. I thought that the maximum value fora pmf was 1, and in fact that the sum of the pmfs for all possible values is 1. -- Jeroen |
probability mass function
Jeroen -
For a continuous distribution like the normal, the probability of a single distinct value is essentially zero. Probability is determined only for a range of values, usually by taking the difference between two cumulative probabilities. For example, P(min<=X<=max) = P(X<=max) - P(X<=min). You can use the NORMDIST function with the cumulative argument equal to TRUE. - Mike www.mikemiddleton.com "jeroen van dijk" wrote in message ... Thank you for your answer. Is there a simple way to go from the pdf to the actual probability? -- Jeroen "Jerry W. Lewis" wrote: Continuous distributions have probability density functions (pdf), not probability mass functions (pmf) http://en.wikipedia.org/wiki/Probability_mass_function http://en.wikipedia.org/wiki/Probabi...nsity_function In a pdf, probability (<=1) is an area under the curve, not the height of the curve. For the Normal distribution, essentially all of the probability occurs between mean+/-3*std_dev, which in your case is a region <3/4 wide, so the height of the pdf must exceed 4/3 to achieve a total area of one (and since most of the mass is concentrated near the mean, it must exceed 4/3 by a great deal there). Alternately, help for NORMDIST gives the formula for the normal pdf, which you can use to calculate that the value at the mean is nearly 3.25. Jerry "jeroen van dijk" wrote: When I enter the value 27.2, the mean 27.20625 and the stdev 0.123798 into the NORMDIST function, set to false, I get the probability mass function outcome of 3.2184. Can anyone tell me what this means. I thought that the maximum value fora pmf was 1, and in fact that the sum of the pmfs for all possible values is 1. -- Jeroen |
probability mass function
Yes,
=NORMDIST(x,mean,sd,TRUE) is the probability that X<=x =NORMDIST(b,mean,sd,TRUE)-NORMDIST(a,mean,sd,TRUE) is the probability that a<X<=b. The probability that X exactly equals any prespecified value is zero [the area is 0*NORMDIST(x,mean,sd,FALSE)], hence the need for a pdf instead of a pmf. Jerry "jeroen van dijk" wrote: Thank you for your answer. Is there a simple way to go from the pdf to the actual probability? -- Jeroen "Jerry W. Lewis" wrote: Continuous distributions have probability density functions (pdf), not probability mass functions (pmf) http://en.wikipedia.org/wiki/Probability_mass_function http://en.wikipedia.org/wiki/Probabi...nsity_function In a pdf, probability (<=1) is an area under the curve, not the height of the curve. For the Normal distribution, essentially all of the probability occurs between mean+/-3*std_dev, which in your case is a region <3/4 wide, so the height of the pdf must exceed 4/3 to achieve a total area of one (and since most of the mass is concentrated near the mean, it must exceed 4/3 by a great deal there). Alternately, help for NORMDIST gives the formula for the normal pdf, which you can use to calculate that the value at the mean is nearly 3.25. Jerry "jeroen van dijk" wrote: When I enter the value 27.2, the mean 27.20625 and the stdev 0.123798 into the NORMDIST function, set to false, I get the probability mass function outcome of 3.2184. Can anyone tell me what this means. I thought that the maximum value fora pmf was 1, and in fact that the sum of the pmfs for all possible values is 1. -- Jeroen |
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