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Normal Distribution Calculator

Calculate probabilities for the normal (Gaussian) distribution.
Find the probability between, above, or below any value given the mean and standard deviation.

Normal Distribution Probability

Normal Distribution (Bell Curve):

The normal distribution is the most important probability distribution in statistics. It describes data that clusters around a central value with a symmetric bell shape. This calculator finds the probability of values falling below, above, or between any two points.

Probability Density Function:

f(x) = (1 / (σ√(2π))) × e^(-(x-μ)²/(2σ²))

What each variable means:

  • Mean (μ) — the center of the distribution, where the peak of the bell curve sits.
  • Standard Deviation (σ) — measures the spread. A larger σ means a wider, flatter curve.
  • Value (x) — the point at which you want to calculate the probability.
  • Z-score — how many standard deviations a value is from the mean: z = (x - μ) / σ.

Key properties (the 68-95-99.7 rule):

  • 68.27% of data falls within ±1σ of the mean
  • 95.45% of data falls within ±2σ of the mean
  • 99.73% of data falls within ±3σ of the mean

When to use this calculator: Use it for quality control, test score analysis, scientific measurements, or any situation where data follows a bell-shaped pattern. For example, human heights, exam scores, and manufacturing tolerances often follow normal distributions.

Practical example: Exam scores have a mean of 75 and standard deviation of 10. What percentage of students scored below 85? Z = (85 - 75) / 10 = 1.0. P(X < 85) = 84.13%, meaning about 84% of students scored below 85.

Standard Normal Distribution: When μ = 0 and σ = 1, it is called the standard normal distribution. Any normal distribution can be converted to standard normal using z-scores, which is how statistical tables and this calculator work internally.

Tips: If your data is skewed or has heavy tails, the normal distribution may not be appropriate. Always visualize your data first. The calculator uses a numerical approximation of the cumulative distribution function, which is accurate to several decimal places.


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