Hello,
Can anyone help me clarify the sigma shifts on the website? Project design > P50 - P90 evaluations
"NB: In the Gaussian distribution function, P90 represents a shift of -1.28 sigma, P95 => -1.64 sigmas, and P99 => -2.35 sigmas."
I was expecting shifts of: P90 -> ~1.64 sigma, P95 -> ~1.96 sigma, and P99 -> ~2.58 sigma.
Am I doing the math wrong or is there something else correcting/adjusting the sigma shifts?
=NORMDIST(sigma.shift,0,1,TRUE)-NORM.DIST(-sigma.shift,0,1,TRUE)
Thanks for the help!