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A329285
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Decimal expansion of the quantile z_0.9995 of the standard normal distribution.
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8
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3, 2, 9, 0, 5, 2, 6, 7, 3, 1, 4, 9, 1, 8, 9, 4, 7, 9, 3, 2, 2, 1, 6, 2, 7, 0, 3, 5, 3, 7, 4, 6, 4, 9, 1, 7, 9, 2, 1, 6, 2, 2, 6, 9, 2, 5, 6, 7, 7, 3, 9, 0, 0, 7, 6, 9, 9, 3, 8, 7, 8, 2, 8, 6, 9, 1, 7, 9, 9, 6, 5, 9, 9, 6, 4, 9, 7, 5, 7, 8, 6, 4, 2, 1, 1, 7, 4, 4, 7, 0, 8
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OFFSET
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1,1
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COMMENTS
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z_p is the number z such that Phi(z) = p, where Phi(x) = Integral_{t=-oo..x} (1/sqrt(2*Pi))*exp(-t^2/2)*dt is the cumulative distribution function of the standard normal distribution. This sequence gives z_0.9995.
This number can also be denoted as probit(0.9995), where probit(p) is the inverse function of Phi(x). See the Wikipedia link below.
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LINKS
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EXAMPLE
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If X ~ N(0,1), then P(X<=3.2905267314...) = 0.9995, P(X<=-3.2905267314...) = 0.0005.
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PROG
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(PARI) default(realprecision, 100); solve(x=0, 5, erfc(x)-2*0.0005)*sqrt(2)
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CROSSREFS
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KEYWORD
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AUTHOR
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STATUS
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approved
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