Normal Distribution Calculator Online – Free | 8gwifi.org

Normal Distribution Calculator

Calculate probabilities, z-scores, and percentiles for any normal distribution

Distribution Parameters


Calculation Type

Find probability: Calculate P(X ≤ x) or P(X ≥ x)
Find x-value: Given percentile, find corresponding x
Find probability in range: Calculate P(a ≤ X ≤ b)

Results

Enter parameters and calculate

Understanding Normal Distribution

The normal distribution (also called Gaussian distribution or bell curve) is the most important probability distribution in statistics.

Probability Density Function

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

Key Properties

  • Symmetric: Bell-shaped curve centered at mean (μ)
  • Mean = Median = Mode: All at center of distribution
  • Total Area = 1: Represents 100% probability
  • Asymptotic: Tails approach but never touch x-axis

68-95-99.7 Rule (Empirical Rule)

  • 68% of data falls within μ ± 1σ
  • 95% of data falls within μ ± 2σ
  • 99.7% of data falls within μ ± 3σ

Z-Score

Standardize any normal distribution to standard normal (μ=0, σ=1):

Z = (X - μ) / σ

Real-World Applications

  • IQ Scores: μ = 100, σ = 15
  • SAT Scores: μ = 1050, σ = 200 (approx)
  • Heights: Adult male heights (varies by population)
  • Measurement Errors: Random errors in scientific measurements
  • Stock Returns: Daily returns often approximate normal
  • Quality Control: Manufacturing tolerances

Central Limit Theorem

The distribution of sample means approaches normal as sample size increases, regardless of the population distribution. This makes the normal distribution fundamental to inferential statistics.

Tip: The normal distribution is completely determined by two parameters: mean (μ) and standard deviation (σ). Many statistical tests assume normality.

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Normal Distribution Calculator: FAQ

What do μ and σ represent?

μ is the mean (center) and σ is the standard deviation (spread) of the normal distribution.

How do I find tail probabilities?

Enter a value and choose left tail P(X ≤ x), right tail P(X ≥ x), or between/outside ranges to shade the curve and compute areas.

How do I get a percentile?

Use the inverse option to enter a percentile and get the corresponding x value for your specified μ and σ.

What if data aren’t normal?

Consider transformations or non‑parametric methods; the normal model assumptions may not apply to heavily skewed or multimodal data.