Re: Confidence Levels?
sqrt(1/2pi)exp[-(x-u)^2/(2*sigma)]
for the general formula has a typo. I think the correct formula is
sqrt(1/(2 pi))/sigma * exp(-(x-u)^2/(2*sigma^2)).
You are correct. (x-u)/sigma will convert any normally disributed random variable to standard normal.
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