在統計分析中常見的基本假設為常態分配(normal distribution)。
P(-1<Z<+1) = P(μ±1σ)= .6826
P(-2<Z<+2) = P(μ±2σ)= .9544
P(-3<Z<+3) = P(μ±3σ)= .9974
其中Excel提供常態分配表的函數-NORMSDIST,若知道Z值則可求取出機率,如下所示:
=NORMSDIST(-2.576) 為0.005
=NORMSDIST(-1.96) 為0.025
=NORMSDIST(-1.645) 為0.050
=NORMSDIST(0) 為0.500
=NORMSDIST(1.645)為0.950
=NORMSDIST(1.96)為0.975
=NORMSDIST(2.576)為0.995
反之,Excel亦提供機率求取Z值之函數-NORMSINV,計算公式和結果如下所示:
=NORMSINV(0.005)為-2.576
=NORMSINV(0.025)為-1.96
=NORMSINV(0.05)為-1.645
=NORMSINV(0.5) 為0
=NORMSINV(0.95)為1.645
=NORMSINV(0.975)為1.96
=NORMSINV(0.995)為2.576
excel的NORMSDIST和 NORMSINV函數設定,你學起來了嗎?