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The Stata commands ztable, zdemo, zdemo2, ztail and zcalc are available from ATS and can be downloaded over the Internet using the findit command (see How can I use the findit command to search for programs and get additional help? for more information about using findit).
Table 4.2, page 88. The ztable command gives the probability for the mean to the z-score, while the table in the book gives probability above. You can get the book probability by calculating 0.5 minus the probability from ztable.
ztable
Areas between 0 & Z of the Standard Normal Distribution
00 .01 .02 .03 .04 | .05 .06 .07 .08 .09
0.00 0.0000 0.0040 0.0080 0.0120 0.0160 | 0.0199 0.0239 0.0279 0.0319 0.0359
....
....
1.30 0.4032 0.4049 0.4066 0.4082 0.4099 | 0.4115 0.4131 0.4147 0.4162 0.4177
1.40 0.4192 0.4207 0.4222 0.4236 0.4251 | 0.4265 0.4279 0.4292 0.4306 0.4319
1.50 0.4332 0.4345 0.4357 0.4370 0.4382 | 0.4394 0.4406 0.4418 0.4429 0.4441
....
....
Figure 4.7, page 90.
zdemo 0 2.33
Figure 4.8, page 91.
ztail .01 2
Example 4.4, page 92; example 4.5, page 93.
zcalc 650 500 100
z-score for sample observations
(X - m) (650 - 500)
z = --------- = ------------------ = 1.50
s 100
zcalc 550 500 100
z-score for sample observations
(X - m) (550 - 500)
z = --------- = ------------------ = 0.50
s 100
Figure 4.9, page 94.
ztail .05 2
Figure 4.14, page 103.
zdemo2 .5 .05 .5 .013
Example 4.8, page 106.
zcalc 10 0 80 100
z-score for sample means
(m - mu) (10 - 0) (10 - 0)
z = ---------- = ---------------- = ----------------- = 1.25
s/sqrt(n) 80/sqrt(100) 8.0000
zdemo 1.25 -1.25
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