Purpose: The purpose of this program is to show a standard normal distribution given the probability and the number of tails (either one or two) specified by the user. The value of z is also displayed.
Download: You can download this program from within Stata by typing search ztail (see How can I used the search command to search for programs and get additional help? for more information about using search).
Use of program: To use this program, type ztail # # in the Stata command window where the first number indicates the probability (for example, .05) and the second number indicates the number of tails (either one or two). Vertical lines are drawn to indicate the tails.
Examples: The following example uses a probability of .05 and requests a one-tailed test. The resulting z-score is 1.645 and is indicated by the vertical line at that value of z.
. ztail .05 1
This example also uses a probability of .05 but requests a two-tailed test. The vertical lines at -1.96 and +1.96 indicate the z-scores.
. ztail .05 2