*=====================================================================.
*HOME COMPUTER Syntax for Lab 2 of Quantitative Methods 1.
*10 Oct 05, v8.
*=====================================================================.

*NB: it is assumed in this file that you are using your own PC (as opposed to a lab PC ) .
*It is also assumed that you have placed the main data files (available from the Teaching page of www.gwilympryce.co.uk) .
*in a folder called C:\STATISTICS, .
*and that you have placed the one.sav data file (also available from the Teaching page of www.gwilympryce.co.uk) 
*needed for the macros in a folder called C:\QUANTS.

*If the files have been placed in an alternative folder, you will need to change the syntax below accordingly.


********************************************* NOTE *******************************************************.
*** The macro programs needed for the commands used in this lab are pasted at the end of this file ****.
********************************************* NOTE *******************************************************.
 

*=====================================================================.
2.2.1 Examples 3.2.1a, b, c, d Calculate the Probability that z is less than zi (Pryce, p. 3-3)
*=====================================================================.
*In each of the exercises below, first draw a diagram to help you understand the problem.

*=====================================================================.
*Example 3.2.1(a) Calculate the probability that z is less than –3.4
*=====================================================================.
*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*1. first draw the diagram.
*2. open a new, blank dataset.
*3. type the number one in the first cell of that data sheet and hit return 
*    (we do this only because SPSS won't allow you to run any commands without having a dataset open).
*4. Now make use of the CDFNORM function in SPSS which computes the probability that z is less than the value you put in brackets.

COMPUTE probz = CDFNORM(-3.4) .
EXECUTE .

* Run this syntax, then go to the data window where you will see that you have calculated a new variable called "probz" .
*You can increase the number of decimal places using the FORMATS command.
*This sets the overall width of a variable as it appears in the data sheet window.
*It also sets the number of decimal places. 
*The format is determined by the code entered in brackets, such as "(F5.4)".  
*F denotes the format type (numeric), "5" represents the variable width, and "4" represents the number of decimal places.  
*If we want our variable X to have width = 6, and 2 decimal places, we enter FORMATS X (F6.2). 

*Suppose in this case, we want "probz" to have width 5, and 4 decimal places. We use F5.4 is entered in the brackets.  
*Assuming you have at least one cell of data in your Data View window, the following syntax should achieve the desired result.

COMPUTE probz = CDFNORM(–3.4).
FORMATS probz (F5.4).
EXECUTE.

*So we can say Pr(z < –3.4) = 0.0003, which is a very small probability indeed (there is less than a tenth of 1 percent chance that z will be less than –3.4).

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
*Make sure the macros are installed (the lab tutors will show you how to do this on the lab computers).
*Then type the following command:

pz_lt_zi (-3.4) .

*which should result in the following output:

*Prob(z < zi) for a given zi  .
*         zi       Prob		.
*   -3.40000     .00034		.



*=====================================================================.
*Example 3.2.1(b) Calculate the probability that z is less than –1.23.
*=====================================================================.
*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*1. first draw the diagram.
*2. open a new, blank dataset.
*3. type the number one in the first cell of that data sheet and hit return 
*    (we do this only because SPSS won't allow you to run any commands without having a dataset open).
*4. Now make use of the CDFNORM function in SPSS which computes the probability that z is less than the value you put in brackets.

COMPUTE probz = CDFNORM(-1.23) .
FORMATS probz (F5.4).
EXECUTE .

*So we can say Pr(z < –1.23) = 0.1093.

*-----------------------------------------------------.
*Answer (using macro commands):
*-----------------------------------------------------.
*Type the following command:.

pz_lt_zi (-1.23) .

*which should result in the following output:.

*Prob(z < zi) for a given zi  .
*         zi       Prob		.
*   -1.23000     .10935		.



*=====================================================================.
*Example 3.2.1(c) Calculate the probability that z is greater than 2.34.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Pr(z > 2.34) = 1 - Pr(z<2.34), so we need to compute "1- CDFNORM(2.34) "
    COMPUTE probz = 1 - CDFNORM(2.34) .
    FORMATS probz (F5.4).
    EXECUTE .
*So we can say Pr(z > 2.34) = 1 - Pr(z<2.34) = .0096.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
*Type the following command:
    pz_gt_zi (2.34) .
*which should result in the following output:
*Prob(z > zi) for a given zi  .
*         zi       Prob		.
*    2.34000     .00964		.

*=====================================================================.
*Example 3.2.1(d) Calculate the probability that z lies between –1.96 and 1.96.
*=====================================================================.
*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = 1-(2*CDFNORM(-1.96)) .
    FORMATS probz (F5.4).
    EXECUTE .

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi  zil=(-1.96) ziu=(1.96).

* Prob(ziL < z < ziU) for a given zi  .
*        ziL        ziU       Prob    .
*   -1.96000    1.96000     .95000    .


*=====================================================================.
2.2.2 Example 3.2.2 Find Pr(z<-0.95) using CDFNORM (Pryce, p. 3-4).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = CDFNORM(-0.95).
    FORMATS probz (F5.4).
    EXECUTE .
*The values of your probz variable should now all equal 0.1711.  In other words, the probability that z is less than –0.95 equals 0.1711, or 17.11%. 

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (-0.95).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    -.95000     .17106		.


*=====================================================================.
*=====================================================================.
2.2.3 Exercise 3.2 Calculate the probabilities associated with z-scores (Pryce, p.3-6)
*=====================================================================.

*=====================================================================.
*Find the proportion of z-scores that are less than 1.8.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = CDFNORM(1.8).
    FORMATS probz (F5.4).
    EXECUTE .
*Pr(z < 1.8) = 0.9641.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (1.8).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    1.80000     .96407		.


*=====================================================================.
*Find the proportion of z-scores that are less than 3.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = CDFNORM(3).
    FORMATS probz (F5.4).
    EXECUTE .
*Pr(z < 3) = .9987

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (3).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    3.00000     .99865		.


*=====================================================================.
*Find the probability that z is less than 2.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = CDFNORM(2).
    FORMATS probz (F5.4).
    EXECUTE .
*Pr(z < 2) = .97725

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (2).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    2.00000     .97725		.




*=====================================================================.
*=====================================================================.
*Find the following probabilities using the standard normal table:.
*=====================================================================.
*NB for each question you should draw the z-curve diagram associated with the problem before proceeding.

*=====================================================================.
*Prob(0 < z < 1.87)           i.e. the probability that z lies between 0 and 1.87.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = 0.5-(CDFNORM(-1.87)).
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(0 < z < 1.87) = .4693.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(0) ziu=(1.87).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob		.
*     .00000    1.87000     .46926		.



*=====================================================================.
*Prob(–1.11 < z < 0)        i.e. the probability that z lies between –1.11 and 0.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = 0.5-(CDFNORM(-1.11)).
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(–1.11 < z < 0) = .3665.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-1.11) ziu=(0).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob		.
*   -1.11000     .00000     .36650		.


*=====================================================================.
*Prob(–1.18 < z < 0)
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
   COMPUTE probz = 0.5-(CDFNORM(-1.18)).
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(–1.18 < z < 0) = .3810.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-1.18) ziu=(0).
*Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob	.
*   -1.18000     .00000     .38100	.


*=====================================================================.
*Prob(–1.26 <= z < 2.11)
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because z is a continuous variable, Pr(z=-1.26) = 0. Therefore, Pr(–1.26 <= z < 2.11) = Pr(–1.26 = z < 2.11).
    COMPUTE probz = (0.5-(CDFNORM(-1.26)))   +   (0.5-(CDFNORM(-2.11)))   .
    FORMATS probz (F5.4).
    EXECUTE .
*Pr(–1.26 <= z < 2.11) = Pr(–1.26 = z < 2.11) = .8787.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-1.26) ziu=(2.11).
*Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob	.
*   -1.26000    2.11000     .87874	.



*=====================================================================.
*Prob(–2.06 < z <= 0.63).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because z is a continuous variable, Pr(z=0.63) = 0. Therefore, Prob(–2.06 < z <= 0.63) = Prob(–2.06 < z < 0.63).
    COMPUTE probz = (0.5-(CDFNORM(-2.06)))   +   (0.5-(CDFNORM(-0.63)))   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(–2.06 < z <= 0.63) = Prob(–2.06 < z < 0.63) = .7160.


*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-2.06) ziu=(0.63).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob		.
*   -2.06000     .63000     .71595		.



*=====================================================================.
*Prob(z >= 1.47).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because z is a continuous variable, Pr(z=1.47) = 0. Therefore, Prob(z >= 1.47) = Prob(z > 1.47). 
*And we already know that Prob(z > 1.47) = Prob(z < -1.47) . 
    COMPUTE probz = CDFNORM(-1.47)   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(z >= 1.47) = Prob(z > 1.47) = Prob(z < -1.47)  = .0708.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gt_zi (1.47).
* Prob(z > zi) for a given zi		.
*         zi       Prob			.
*    1.47000     .07078			.


*=====================================================================.
*Prob(z < 2.05).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = CDFNORM(2.05)   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(z < 2.05) = .9798.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (2.05).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    2.05000     .97982		.


*=====================================================================.
*Prob(z < –0.99).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = CDFNORM(-.99)   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(z < -.99) = .1611.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (-0.99).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    -.99000     .16109		.


*=====================================================================.
*Prob(z > –1.05).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = 1 - CDFNORM(-1.05)   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(z < -1.05) = .8531.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gt_zi (-1.05).
* Prob(z > zi) for a given zi	.
*         zi       Prob		.
*   -1.05000     .85314		.


*=====================================================================.
*Prob(0.86 <= z <= 1.72).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because z is a continuous variable, Prob(0.86 <= z <= 1.72) = Prob(0.86 < z < 1.72).
*If you sketch the z-distribution & the required shaded area you will see that Prob(0.86 < z < 1.72) = Prob(z < 1.72) - Prob(z<0.86) .
    COMPUTE probz = (CDFNORM(1.72)) - (CDFNORM(0.86))        .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(0.86 < z < 1.72) = Prob(z < 1.72) - Prob(z<0.86) = .1522.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(.86) ziu=(1.72).
* Prob(ziL < z < ziU) for a given zi
*        ziL        ziU       Prob
*     .86000    1.72000     .15218

*=====================================================================.
*Prob(z < 1.58).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = CDFNORM(1.58)   .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(z < 1.58) = .9429.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_lt_zi (1.58).
* Prob(z < zi) for a given zi	.
*         zi       Prob		.
*    1.58000     .94295		.


*=====================================================================.
*Prob(–1.96 < z < –1.28).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*If you sketch the z-distribution & the required shaded area you will see that Prob(–1.96 < z < –1.28) = Prob(z < -1.28) - Prob(z<-1.96) .
    COMPUTE probz = (CDFNORM(-1.28)) - (CDFNORM(-1.96))        .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(–1.96 < z < –1.28) = Prob(z < -1.28) - Prob(z<-1.96) = .0753.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-1.96) ziu=(-1.28).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob		.
*   -1.96000   -1.28000     .07527		.


*=====================================================================.
*Prob(0 < z < 1.83).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
    COMPUTE probz = (CDFNORM(1.83))        - 0.5.
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(0 < z < 1.83) = .4664.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(0) ziu=(1.83).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob		.
*     .00000    1.83000     .46638		.


*=====================================================================.
*Prob(–2.08 < z < 0.63).
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*If you sketch the z-distribution & the required shaded area you will see that Prob(–2.08 < z < 0.63) = Prob(z < 0.63) - Prob(z < -2.08) .
    COMPUTE probz = (CDFNORM(.63)) - (CDFNORM(-2.08))        .
    FORMATS probz (F5.4).
    EXECUTE .
*Prob(–2.08 < z < 0.63) = Prob(z < 0.63) - Prob(z < -2.08) = .7169.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
pz_gl_zi zil=(-2.08) ziu=(0.63).
* Prob(ziL < z < ziU) for a given zi	.
*        ziL        ziU       Prob	.
*   -2.08000     .63000     .71689	.




*=====================================================================.
*=====================================================================.
*2.2.4 Exercise 3.2.5 Find the values of z associated with given probabilities (Pryce, p. 3-13).
*=====================================================================.



*=====================================================================.
*a. Find a value zi such that:  Prob(z >= zi) = 0.06      i.e. the probability that z is greater or equal to zi is 0.06.
*=====================================================================.


*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because z is a continuous variable, Prob(z = zi) = 0, and so Prob(z >= zi) = 0.06 = Prob(z > zi) = 0.06      .
*The PROBIT(?) function returns the value of zi associated with the lower tail probability entered in the brackets.
COMPUTE zi_from_prob = PROBIT(.06) .
EXECUTE .
*Prob(z >= zi) = Prob(z< -zi) = 0.06 = Prob(z < -1.55) .
*So zi = 1.55.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
zi_gt_zp p=(0.06).
* Value of zi such that Prob(z > zi) = PROB when PROB is given	.
*         zi       PROB								.
*    1.55477     .06000								.


*=====================================================================.
*b. Find a value zi such that: Prob(z > zi) = 0.95.      
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*If Prob(z > zi) = 0.95, then Prob(z < zi) = 0.05.
COMPUTE zi_from_prob = PROBIT(.05) .
EXECUTE .
*zi = -1.64.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
zi_gt_zp p=(0.95).
* Value of zi such that Prob(z > zi) = PROB when PROB is given	.
*         zi       PROB								.
*   -1.64485     .95000								.


*=====================================================================.
*c. Find a value zi such that: Prob(z < zi) = 0.80.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
COMPUTE zi_from_prob = PROBIT(.8) .
EXECUTE .
*zi = .84.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
zi_lt_zp  p=(0.8).
* Value of zi such that Prob(z < zi) = PROB when PROB is given	.
*         zi       PROB								.
*     .84162     .80000								.



*=====================================================================.
*Find zi such that 95% of z-scores are above zi.  That is, Prob(z > zi) = 95%.
*=====================================================================.
*% are just another way of writing probabilities, so this question is the same as b. above.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*If Prob(z > zi) = 0.95, then Prob(z < zi) = 0.05.
COMPUTE zi_from_prob = PROBIT(.05) .
EXECUTE .
*zi = -1.64.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
zi_gt_zp p=(0.95).
* Value of zi such that Prob(z > zi) = PROB when PROB is given	.
*         zi       PROB								.
*   -1.64485     .95000								.




*=====================================================================.
*Find zi such that Prob(–zi < z < zi) = 95%.
*=====================================================================.

*-----------------------------------------------------.
*Answer (using SPSS rather than the tables):.
*-----------------------------------------------------.
*Because of the symmetry of hte distribution, if Prob(–zi < z < zi) = 95% then Prob(z < -zi) = 2.5%.
*So we need to find the zi value associated with the lower tail area of 0.025.
COMPUTE zi_from_prob = PROBIT(.025) .
EXECUTE .
*zi = -1.96.

*-----------------------------------------------------.
*Answer (using macro commands):.
*-----------------------------------------------------.
zi_gl_zp p=(0.95) .
* Value of zi such that Prob(-zi < z < zi)  = PROB, when PROB is given	.
*        ziL        ziU       Prob							.
*   -1.95996    1.95996     .95000							.

*=====================================================================.
*End of exercises.
*=====================================================================.





*#############################################################################.
*#############################################################################.
*#############################################################################.
*#############################################################################.
*#############################################################################.
*#############################################################################.





*=====================================================================.
*Macro Programs.
*=====================================================================.

*If these macros have not already been installed on the lab machines, simply highlight all the programs below.
*Then run them as one command by pressing CTRL+R.
*You will then be able to use macro commands .

*---- Highlight from the start of this line... -------------------------------------------.
DEFINE pz_lt_zi (!POSITIONAL !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
compute Zi_Var = !1 .
COMPUTE PROB = CDFNORM(Zi_Var).
execute.
MATRIX.
GET PROB_VAR /VARIABLES = PROB.
GET Zi_Var /VARIABLES = Zi_Var.
COMPUTE Prob = PROB_VAR(1).
COMPUTE zi = Zi_Var(1).
COMPUTE ANSWER = {zi, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Prob(z < zi) for a given zi " / CLABELS = zi, Prob.
END MATRIX.
!ENDDEFINE.


DEFINE pz_gt_zi (!POSITIONAL !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
compute Zi_Var = !1 .
COMPUTE PROB = 1 - CDFNORM(Zi_Var).
execute.
MATRIX.
GET PROB_VAR /VARIABLES = PROB.
GET Zi_Var /VARIABLES = Zi_Var.
COMPUTE Prob = PROB_VAR(1).
COMPUTE zi = Zi_Var(1).
COMPUTE ANSWER = {zi, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Prob(z > zi) for a given zi " / CLABELS = zi, Prob.
END MATRIX.
!ENDDEFINE.

DEFINE pz_lg_zi (zil = !ENCLOSE('(',')')  / ziu =  !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
compute ZiL_Var = !zil .
compute ZiU_Var = !ziu .
execute.
COMPUTE PROBL = CDFNORM(ZiL_Var).
COMPUTE PROBU = 1 - CDFNORM(ZiU_Var).
COMPUTE PROBLG = PROBL + PROBU.
execute.
MATRIX.
GET PROB_VAR /VARIABLES = PROBLG.
GET ZiL_Var /VARIABLES = ZiL_Var.
GET ZiU_Var /VARIABLES = ZiU_Var.
COMPUTE Prob = PROB_VAR(1).
COMPUTE ziL = ZiL_Var(1).
COMPUTE ziU = ZiU_Var(1).
COMPUTE ANSWER = {ziL, ziU, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Prob((z < ziL) OR (z > ziU)) for a given zi " / CLABELS = ziL, ziU, Prob.
END MATRIX.
!ENDDEFINE.

DEFINE pz_gl_zi (zil = !ENCLOSE ('(',')')  / ziu = !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
compute ZiL_Var = !zil .
compute ZiU_Var = !ziu .
execute.
COMPUTE PROBL = CDFNORM(ZiL_Var).
COMPUTE PROBU = 1 - CDFNORM(ZiU_Var).
COMPUTE PROBLG = 1 - (PROBL + PROBU).
execute.
MATRIX.
GET PROB_VAR /VARIABLES = PROBLG.
GET ZiL_Var /VARIABLES = ZiL_Var.
GET ZiU_Var /VARIABLES = ZiU_Var.
COMPUTE Prob = PROB_VAR(1).
COMPUTE ziL = ZiL_Var(1).
COMPUTE ziU = ZiU_Var(1).
COMPUTE ANSWER = {ziL, ziU, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Prob(ziL < z < ziU) for a given zi " / CLABELS = ziL, ziU, Prob.
END MATRIX.
!ENDDEFINE.

DEFINE zi_lt_zp (p = !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
COMPUTE Zi = PROBIT(!p).
EXECUTE.
MATRIX.
GET Zi_VAR /VARIABLES = Zi.
COMPUTE Zi = Zi_VAR(1).
COMPUTE PROB= {!p}.     /*Enter the given probability into the curly brackets*/
COMPUTE ANSWER = {Zi, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Value of zi such that Prob(z < zi) = PROB when PROB is given" / CLABELS = zi, PROB.
END MATRIX.
!END DEFINE.

DEFINE zi_gt_zp (p = !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
COMPUTE Zi = PROBIT(1-!p).
EXECUTE.
MATRIX.
GET Zi_VAR /VARIABLES = Zi.
COMPUTE Zi = Zi_VAR(1).
COMPUTE PROB= {!p}.     /*Enter the given probability into the curly brackets*/
COMPUTE ANSWER = {Zi, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Value of zi such that Prob(z > zi) = PROB when PROB is given" / CLABELS = zi, PROB.
END MATRIX.
!END DEFINE.

DEFINE zi_gl_zp (p = !ENCLOSE('(',')')).
GET FILE='C:\QUANTS\one.sav'.
COMPUTE PROB = !p.
COMPUTE PROBLG = 1 - !p.
COMPUTE PROBL = PROBLG / 2.
COMPUTE ZiL_Var = PROBIT(PROBL).
COMPUTE ZiU_Var = -1 * ZiL_Var .
execute.
MATRIX.
GET PROB_VAR /VARIABLES = PROB.
GET ZiL_Var /VARIABLES = ZiL_Var.
GET ZiU_Var /VARIABLES = ZiU_Var.
COMPUTE Prob = PROB_VAR(1).
COMPUTE ziL = ZiL_Var(1).
COMPUTE ziU = ZiU_Var(1).
COMPUTE ANSWER = {ziL, ziU, PROB}.
PRINT ANSWER / FORMAT "F10.5" /Title = " Value of zi such that Prob(-zi < z < zi)  = PROB, when PROB is given  " / CLABELS = ziL, ziU, Prob.
END MATRIX.
!ENDDEFINE.
*---- ... to the end of this line -------------------------------------------------------.