
54 Applying Analytics: A Practical Introduction
under a normal distribution up to the specified numbe r of σ. In statistics,
the integral under the normal distribution is called the error function (erf),
which is a function commonly built into software packages, and the specific
relationship to likelihood is given by:
likelihood fraction = erf
z
√
2
. (3.17)
As usual, there are several different norma lization conventions for the error
function, and you’ll want to test the error function in your programming
language of choice with some simple examples befor e using it on your data.
3.8 Discarding Data from Normally Distributed Data
Sets
By now, you should