Normal Curve Simulation  for Z-Value(s)

Normal Curve Simulation

This application calculates probabilities based on the Standardized Normal Distribution Curve and shades the area under the curve accordingly. The user can enter a value and choose if s/he is interested in the probabilty that a random outcome will be smaller or greater than the entered value. The user can also enter an intervall and the application calculates the probability for a random variable to fall in this intervall. 

How to use the simulation

  1. Choose if you are interested in the probability that a random outcome is smaller/greater than the chosen value or if you are interested in the probabity that the random outcome falls between the two values.
  2. Enter the Z0 value or two z-values (Z0 and Z1) for a specific interval. When choosing an interval Z0 can be the upper or the lower limit. The same goes for Z1.
  3. Click the "Update Model" button and the simulation calculates the probability for a random variable to fall in the chosen interval.
  4. The gray area in the diagram reflects the area where the probabilty is based on.

Model Details

The model calculations are based on Cumulative distribution function for the curve and the Error-Function for the area under the curve. See the following two links for more details:
http://en.wikipedia.org/wiki/Error_function
http://en.wikipedia.org/wiki/Normal_distribution#Cumulative_distribution_function

Author

Carsten Lange
Department of Economics
California State  Polytechnic University, Pomona
clange@cpp.edu