Probability Function CalculatorS. Purcell.
This site is designed to provide a calculator for the chi-squared and normal distributions. See below for notes on how to use the forms.
X : critical value for statistic
P(X>x) : probability of being above the critical value
df : degrees of freedom
NCP : noncentrality parameter
For central chi-squared distribution, NCP = 0.
i.e. df=1, P(X>x) = 0.05, NCP = 0 gives X = 3.84146
For standard normal distribution, mean = 0, sd = 1
i.e. mean = 0, sd = 1, P(X>x) = 0.025 give X = 1.95996