Notation in probability and statistics: Difference between revisions

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Probability theory: unreferenced section
Critical values: unreferenced section
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==Critical values==
{{Unreferenced section|date=March 2021}}
The ''&alpha;''-level upper [[critical value]] of a [[probability distribution]] is the value exceeded with probability &alpha;, that is, the value ''x''<sub>''&alpha;''</sub> such that ''F''(''x''<sub>''&alpha;''</sub>) =&nbsp;1&nbsp;&minus;&nbsp;''&alpha;'' where ''F'' is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:
*''z''<sub>''&alpha;''</sub> or ''z''(''&alpha;'') for the [[standard normal distribution]]