The Normal Distribution… An important function that can’t be integrated (by elementary methods) and why we need numerical methods!
The Normal Distribution… Z-values are used to calculate probabilities or estimate the fraction of a statistic that lies within a given range. For example…. In a Math 205 Midterm exam the average score was 65% and the standard deviation was 10%. Estimate the fraction of the class that scored higher than 85%.
Where do z-values come from? Easiest way is to numerically integrate
Numerical Integration Methods Trapezoidal – approximate the function by a series of trapezoids Simpson’s Method – approximate the function by a series of parabolas! Error Simpson’s Rule is very robust and an often used numerical scheme