####### Quantile from T statistic for Different n ########################

qnorm(0.01/2); qnorm(1-(0.01/2));
n=c(3:15,20,25,30,50,75,100,200,300,400,500,1000); mu=5; sigma=2; alp=0.01; z=c();lowq=uppq=c();
for (j in 1:length(n))
{
n1=n[j]
for(st in 1:1000000)
{
x1=rnorm(n1,mu,sigma)
z[st]=(mean(x1)-mu)/(sd(x1)/sqrt(n1))
}
lowq[j]=quantile(z,alp/2)
uppq[j]=quantile(z,1-(alp/2))
}
cbind(n,lowq,uppq,qnorm(0.01/2),qnorm(1-(0.01/2)))
n Lowq(t) Uppq(t) N(Za/2) Z(z(1-a/2)
3 -9.873812 9.97374 -2.575829 2.575829
4 -5.822924 5.845862 -2.575829 2.575829
5 -4.591821 4.592609 -2.575829 2.575829
6 -4.029618 4.022112 -2.575829 2.575829
7 -3.717843 3.719027 -2.575829 2.575829
8 -3.503926 3.504995 -2.575829 2.575829
9 -3.349273 3.358576 -2.575829 2.575829
10 -3.244337 3.256541 -2.575829 2.575829
11 -3.173011 3.158251 -2.575829 2.575829
12 -3.108052 3.106476 -2.575829 2.575829
13 -3.053744 3.059592 -2.575829 2.575829
14 -3.008491 3.011655 -2.575829 2.575829
15 -2.990739 2.973603 -2.575829 2.575829
20 -2.870007 2.867279 -2.575829 2.575829
25 -2.813878 2.797358 -2.575829 2.575829
30 -2.764842 2.747224 -2.575829 2.575829
50 -2.672918 2.676923 -2.575829 2.575829
75 -2.648487 2.641657 -2.575829 2.575829
100 -2.631523 2.628536 -2.575829 2.575829
200 -2.597345 2.602886 -2.575829 2.575829
300 -2.59158 2.588805 -2.575829 2.575829
400 -2.58368 2.585826 -2.575829 2.575829
500 -2.580414 2.586385 -2.575829 2.575829
1000 -2.576053 2.577994 -2.575829 2.575829
############################# Simulation for P(X<a)

n=5; mu=5; sigma=2;

z=c();cnt=c();

qnorm(0.05)

for(st in 1:1000000)
{
x1=rnorm(n,mu,sigma)
z[st]=(mean(x1)-mu)/(sigma/sqrt(n))
if(z[st]<(-1.644854))
{
cnt[st]=1
}
else{
cnt[st]=0
}
}
mean(cnt)
#################################################

############################# Simulation for P(-3<X<3)

n=5; mu=5; sigma=2;

z=c();cnt=c();

pnorm(3)-pnorm(-3)

for(st in 1:1000000)
{
x1=rnorm(n,mu,sigma)
z[st]=(mean(x1)-mu)/(sigma/sqrt(n))
if(z[st]>(-3) & z[st]<3)
{
cnt[st]=1
}
else{
cnt[st]=0
}
}
mean(cnt)
#################################################