probit
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Article
9 sectionsContents
- Conceptual development
- Symmetries
- Diagnosing deviation of a distribution from normality
- Computation
- An ordinary differential equation for the probit function
- Logit
- See also
- References
- External links
thumbnail|right|Plot of probit function
In statistics, the probit function converts a probability (a number between 0 and 1) into a score. This score indicates how many standard deviations a value from a standard normal distribution (or "bell curve") is from the mean. For example, a probability of 0.5 (50%) represents the exact middle of the distribution, so its probit score is 0. A smaller probability like 0.025 (2.5%) is far to the left on the curve, corresponding to a probit score of approximately −1.96.