Finding N(-d1)
- Thread starter skoh
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Go to cumulative normal distribution table with negative values of z on left of table. And if value z=-1.65 then look for -1.6 in row and corresponding to this row look fr column .05 and get the corresponding value for z=-1.65.
Alternatively Go to cumulative normal distribution table with positive values of z on left of table. And if value z=1.65 then look for 1.6 in row and corresponding to this row look fr column .05 and get the corresponding value for z=1.65.use the relation N(-1.65)=1-N(1.65)
For higher precision of decimals do following:
Go to cumulative normal distribution table with negative values of z on left of table. And if value z=-1.655 then look for -1.6 in row and corresponding to this row look fr columns with value .05 and .06 now take the mean of two values to get the value for z=-1.655.
Alternatively Go to cumulative normal distribution table with positive values of z on left of table. And if value z=1.655 then look for 1.6 in row and corresponding to this row look fr columns with value .05 and .06 now take the mean of two values to get the value for z=1.655. now to get N(-1.655) use the relation N(-1.655)=1-N(1.655).
e.g. to calculate N(1.667) you can use the formula as
xN(1.66)+(1-x)N(1.67) calculate x as: 1.66x+1.67(1-x)=1.667=>.01x=1.67-1.667=.003=> x=.3 so
N(1.667) =.3N(1.66)+(.7)N(1.67)
you can use similar procedure to calculate to any places of decimals the values of N(z) approximately.
thanks
Alternatively Go to cumulative normal distribution table with positive values of z on left of table. And if value z=1.65 then look for 1.6 in row and corresponding to this row look fr column .05 and get the corresponding value for z=1.65.use the relation N(-1.65)=1-N(1.65)
For higher precision of decimals do following:
Go to cumulative normal distribution table with negative values of z on left of table. And if value z=-1.655 then look for -1.6 in row and corresponding to this row look fr columns with value .05 and .06 now take the mean of two values to get the value for z=-1.655.
Alternatively Go to cumulative normal distribution table with positive values of z on left of table. And if value z=1.655 then look for 1.6 in row and corresponding to this row look fr columns with value .05 and .06 now take the mean of two values to get the value for z=1.655. now to get N(-1.655) use the relation N(-1.655)=1-N(1.655).
e.g. to calculate N(1.667) you can use the formula as
xN(1.66)+(1-x)N(1.67) calculate x as: 1.66x+1.67(1-x)=1.667=>.01x=1.67-1.667=.003=> x=.3 so
N(1.667) =.3N(1.66)+(.7)N(1.67)
you can use similar procedure to calculate to any places of decimals the values of N(z) approximately.
thanks
Hi Noa,
Please see http://forum.bionicturtle.com/threads/z-table-during-the-exam.5443/
i.e., you should have the obvious normal deviates memorized (1.645 and 2.33) but otherwise you'll be given lookup table help, possibly a table snippet but more likely (it seems) just straightway values, N(.) = Z. Thanks,
Please see http://forum.bionicturtle.com/threads/z-table-during-the-exam.5443/
i.e., you should have the obvious normal deviates memorized (1.645 and 2.33) but otherwise you'll be given lookup table help, possibly a table snippet but more likely (it seems) just straightway values, N(.) = Z. Thanks,
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