NO.PZ2020011101000054
问题如下:
A random draw from an N(1,5) distribution is 1.2. If this was generated using the inverse of the cumulative distribution approach, what is the original draw from the U(0,1) distribution?
解释:
Essentially, the question is to determine the cumulative distribution up to 1.2 on an N(1,5) distribution. This can be done with the Excel function NORMDIST(1.2,1,sqrt(5),True) and returns the value 0.535.
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