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one-tail probability


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For the random variable X, with median m, the one-tail probability associated with the value x is P(Xx) if x < m and P(X<x) if x > m. If x < m, then the corresponding two-tail probability is P(Xx)+P{X< (2mx)}. For a symmetric distribution this amounts to 2P(Xx).

Subjects: Probability and Statistics.


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