Probability of an observation given mean and standard deviation

Hi there,

I am trying to compute the probability of an observation based on the distribution of the historic observations. The historic observations follow normal distribution which means that I know the mean and standard deviation of the historic observations.

For example, historic numbers are randomly generated from normal distribution as

m = 5 + sqrt (4)*randn(10,1)

which results in

m =

    2.8733
    7.9548
    5.4839
    3.4646
    5.9990
    7.0120
    7.8001
    6.3389
    2.4939
   10.4753

This results in

mean = mean(m) = 5.9896

and

standard deviation = std (m) = 2.5164

Now suppose I have an observation

x = 4.32

How can i compute the probability of x given the mean and standard deviation of m?

p(x|u,sigma)

Thanks very much for the help in advance.

Many Thanks

Answer 1

[Walter Roberson]

http://www.mathworks.com/help/stats/normcdf.html