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NORMDIST function in excel giving values greater than 1

  1. #1
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    NORMDIST function in excel giving values greater than 1

    Hi,

    I'm using the normdist function with 'false' argument to generate a probability density function: NORMDIST(0.04,0,0.3,FALSE) is giving a value greater than 1 which can't be correct since this function is supposed to return a probability. Has anyone seen this before?

    thanks

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    Normdist

    When using the "false" option, divide the result by 100.

  3. #3
    Forum Guru shg's Avatar
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    When using the "false" option, divide the result by 100.
    That's not even wrong.

    NORMDIST(x, mean, dev, FALSE) does not return a probability; it returns the density function, which is the slope of the cumulative distribution function. For a continuous variable, the probability of any particular value is zero, because there are an infinite number of values.

    If you want to know the probability that a continuous random variable with a normal distribution falls in the range of a to b, use

    = NORMDIST(b, mean, dev, TRUE) - NORMDIST(a, mean, dev, TRUE)

    The peak value of the density function occurs at the mean (i.e., =NORMDIST(mean, mean, dev, FALSE) ), and the value is

    =1 / (SQRT(2 * PI()) * dev)

    The peak value will exceed 1 when the deviation is less than 1 / sqrt(2pi) ~ 0.399.
    Last edited by shg; 08-13-2008 at 04:51 PM.

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    Re: NORMDIST function in excel giving values greater than 1

    You tha bomb shg! Thanks!

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