How to solve normal distribution equation in Sage

Processing math: 100%

mathhobbyist
123 ●3 ●8 ●17

I'm practicing statistics and I'm wondered how one can solve the following problem from Sage:

Find a numerical value of $x$ such that $\frac{1}{\sqrt{2\pi}}\int_{-\infty}^x e^{-t^2/2}dt=0.987654321$ . I was thinking to different solutions:

1) Is there an inverse of normal distribution cumulative function?

2) Can we write it as $f'(x)=e^{-x^2/2},f(0)=1/2,f(x_0)=0.987654321$ and use some numerical method to solve the differential equation?

but I don't know are those functions implemented in Sage.

1 Answer

Sort by » oldest newest most voted

calc314
4191 ●22 ●48 ●113

I use the stats package in scipy for this. For example:

import scipy.stats as st
st.norm.ppf(0.6,0,1)

Gives the value $x_0$ so that $P(x\le x_0) = 0.6$ for a normal distribution with mean 0 and variance 1.

Please start posting anonymously - your entry will be published after you log in or create a new account.

Asked: 10 years ago

Seen: 1,362 times

Last updated: Mar 16 '15