Standard Gaussian tables
A standard Gaussian table, such as
that shown in Table 3.1, tabulates F(z) for various values of z, where F(z) is
given by:
Thus, F(z) gives the proportion of
data values that are less than or equal to z. This proportion is the area under
the curve of F(z) against z that is to the left of z. There[1]fore, the
expression given in (3.15) has to be evaluated as [F(z2) – F(z1)].
Study of Table 3.1 shows that F(z) = 0.5 for z = 0. This confirms that, as
expected, the number of data values
0 is 50% of the total. This must be so
if the data only has random errors. It will also be observed that Table 3.1, in
common with most published standard Gaussian tables, only gives F(z) for
positive values of z. For negative values of z, we can make use of the
following relationship because the frequency distribution curve is normalized:
F(-z) - 1 - F(z) (3.17)
(F(-z) is the area under the curve to
the left of (-z), i.e. it represents the proportion of data values ≤ -z.)
Example 3.3
How many measurements in a data set
subject to random errors lie outside deviation boundaries of +α and - α, i.e.
how many measurements have a deviation greater than j α j? Solution The
required number is represented by the sum of the two shaded areas in Figure
3.8. This can be expressed mathematically as:
(This last step is valid because the
frequency distribution curve is normalized such that the total area under it is
unity.)
Thus
P[E < - α]
+ P[E > + α] = 0.1587 C 0.1587 = 0.3174 ~ 32%
i.e. 32% of the measurements lie
outside the š boundaries, then 68% of the measure[1]ments
lie inside.
The above analysis shows that, for
Gaussian-distributed data values, 68% of the measurements have deviations that
lie within the bounds of š. Similar analysis shows
that boundaries of š2 contain
95.4% of data points, and extending the boundaries to š3 encompasses 99.7%
of data points. The probability of any data point lying outside particular
deviation boundaries can therefore be expressed by the following table.
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