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Everything about Probit

Statistical function that converts a probability to a standard normal score

In statistics, the probit function converts a probability into a score. This score indicates how many standard deviations a value from a standard normal distribution is from the mean. For example, a probability of 0.5 (50%) represents the exact middle of the distribution, so its probit score is 0. A smaller probability like 0.025 (2.5%) is far to the left on the curve, corresponding to a probit score of approximately −1.96. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: ProbitA 5-minute orientation
  2. Skim a recent paper: Crash injury severity analysis of E-Bike Riders: A random parameters generalized ordered probit model with heterogeneity in meansInfluential work since 2022
  3. Pick up a classic book: Probit analysisThe most-reprinted book on the subject
  4. Read the landmark paper: Interaction terms in logit and probit modelsCited 4,605 times
  5. Go sideways: LogitA closely related topic
  6. Go sideways: Probit modelA closely related topic

📖 Definitions

Noun A unit, derived from a standard normal distribution, used in measuring the responses to doses.

Noun The probit function, the inverse of the standard normal cumulative distribution function.

🏆 Landmark papers (most cited)

🆕 Influential since 2022

📚 Books worth reading

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

🔗 Related topics