Normal Distribution Calculator
Find the probability that a normally distributed value falls below, above or between given values, or find the value at a percentile.
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Probability
- Z-score(s)
- As a percent
- Complement
- Work
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Normal Distribution Probabilities
z = (x − μ) ÷ σ P(X < x) = Φ(z) P(a < X < b) = Φ(z_b) − Φ(z_a)
The 68-95-99.7 rule: about 68% of values fall within 1 SD of the mean, 95% within 2, and 99.7% within 3.
Worked Example
Tips
For a continuous distribution, P(X < a) and P(X ≤ a) are the same. Φ is computed numerically to better than 10 decimal places.