How do I compute $\text{Pr}(|U|<\text{const})$ in Matlab?
Since it’s standard normal you just find the function that gives cdf of normal $\Phi$ and do this:
$$P(|U|\leq a) = 1-2\Phi(-a)$$
How do I compute $\text{Pr}(|U|<\text{const})$ in Matlab?
Since it’s standard normal you just find the function that gives cdf of normal $\Phi$ and do this:
$$P(|U|\leq a) = 1-2\Phi(-a)$$