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 (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.