Gaussian Propability Area at different alpha

Good evening, I need some help! I am having a vector of data with a PDF of a Gaussian function. I would like to calculate the value of the probability (so the area under the curve) for different sigma. so it means at 65%, 95% and 99% level of significance. What kind of functions can i use? I was thinking to use the cdf function but how? please someone can help me?
thank you

1 Comment

I think you're confusing your terminology. Do you want which value of the random variable is such that 0.65, 0.95, or 0.99 probaility lies under the curve up to that value? Do you this symmetric, so that 0.99 means that you have 0.01/2 in the lower tail and 0.01/2 in the upper tail?

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Answers (1)

I believe this will accomplish your purpose. Let me know.
LoS = .99; % Your level of significance
lower = (1 - LoS) / 2;
upper = 1 - lower;
sigma = norminv([lower upper],0,1) % The desired sigma

Asked:

on 14 Nov 2011

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