Quick Answer
For a normal distribution, z = (x − μ) ÷ σ and the area below x is Φ(z). With mean 100 and SD 15, the chance of a value below 115 is Φ(1) ≈ 0.8413, and between 115 and 130 is Φ(2) − Φ(1) ≈ 0.1359. The 95th percentile is about 124.67.
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Table of Contents
- Normal Distribution Calculator
- Quick Answer
- Related Calculators
- How This Normal Distribution Calculator Works
- How to Use the Normal Distribution Calculator
- Core Formulas
- Key Terms
- Worked Example
- Real-Life Examples
- Normal vs Standard Normal
- Standard Normal Areas
- The 68-95-99.7 Rule
- Is My Data Normal?
- Common Mistakes to Avoid
- Frequently Asked Questions
- References & Sources
How This Normal Distribution Calculator Works
Enter the mean and standard deviation, then choose what you want to find: the area below a value, above it, between two values or outside them, or the value that has a given area below it. The calculator turns each value into a z-score, looks up the standard normal curve, and shows the probability, the z-scores and the steps.
Quick explanation: probabilities are areas under the bell curve.
- Total area: 1, or 100%.
- Mean: the center, with half the area on each side.
- Standard deviation: how wide the curve is.
How to Use the Normal Distribution Calculator
- Enter the mean and standard deviation.
- Choose the area or inverse you want.
- Enter the value or values, or the probability for the inverse.
- Press Calculate.
- Read the probability, z-scores and steps.
Core Formulas
- z-score: z = (x − μ) ÷ σ
- Below a: P(X < a) = Φ(z)
- Above a: P(X > a) = 1 − Φ(z)
- Between a and b: Φ(z_b) − Φ(z_a)
- Inverse: a = μ + z × σ, where Φ(z) = p
Key Terms
- Normal distribution: a symmetric, bell-shaped probability distribution.
- Mean (μ): the center of the distribution.
- Standard deviation (σ): the spread of the distribution.
- Φ (phi): the cumulative distribution function of the standard normal.
- Percentile: the share of values below a given value.
Worked Example
Heights are normal with mean 170 cm and SD 8 cm. What share is taller than 186 cm?
- z = (186 − 170) ÷ 8 = 2
- P(X > 186) = 1 − Φ(2) ≈ 0.0228
- So about 2.28% are taller than 186 cm
Real-Life Examples
- Test scores: with mean 100 and SD 15, about 95.4% score between 70 and 130.
- Quality control: find the share of parts outside the limits.
- Cutoffs: the top 10% of a mean-500, SD-100 test starts at about 628.
- Risk: estimate the chance of a value beyond a threshold.
Normal vs Standard Normal
- Normal: any mean and standard deviation.
- Standard normal: mean 0 and standard deviation 1, written Z.
- Link: the z-score turns any normal value into a standard normal value.
Standard Normal Areas
| z | Area below z | Area above z | Area within ±z |
|---|---|---|---|
| 0.5 | 0.6915 | 0.3085 | 0.3829 |
| 1 | 0.8413 | 0.1587 | 0.6827 |
| 1.28 | 0.8997 | 0.1003 | 0.7995 |
| 1.645 | 0.9500 | 0.0500 | 0.9000 |
| 1.96 | 0.9750 | 0.0250 | 0.9500 |
| 2 | 0.9772 | 0.0228 | 0.9545 |
| 2.326 | 0.9900 | 0.0100 | 0.9800 |
| 2.576 | 0.9950 | 0.0050 | 0.9900 |
| 3 | 0.9987 | 0.0013 | 0.9973 |
The 68-95-99.7 Rule
- Within 1 SD: about 68.27% of values.
- Within 2 SD: about 95.45%.
- Within 3 SD: about 99.73%.
- Use it: for quick estimates before exact calculation.
Is My Data Normal?
The normal model works best when data are roughly symmetric, with most values near the middle and fewer far away. Before you rely on these probabilities, take a quick look at your data.
- Histogram: a single hump that looks about the same on both sides is a good sign.
- Mean and median: if they are close, the data are probably not strongly skewed.
- Outliers: a few extreme values can make the standard deviation too large.
- Natural limits: data that cannot go below zero, like waiting times, are often skewed.
Many real measurements, such as heights, test scores and measurement errors, are close to normal. Others, like incomes or house prices, are usually skewed, so a normal model can give misleading answers for them.
Common Mistakes to Avoid
- Using variance instead of SD. σ is the square root of the variance.
- Mixing up below and above. P(X > a) = 1 − P(X < a).
- Applying it to skewed data. The normal model fits roughly symmetric data.
- Entering a percent for the inverse. Enter 0.95, not 95.
- Forgetting continuity. P(X = a) is 0 for a continuous distribution.
Frequently Asked Questions
Find z = (x − μ) ÷ σ, then the area below z from the standard normal curve.
The probability a value is below a, equal to Φ((a − μ) ÷ σ).
Subtract the area below the smaller value from the area below the larger one.
It finds the value with a given area below it, like a percentile.
About 1.645.
About ±1.96.
About 68%, 95% and 99.7% of values fall within 1, 2 and 3 SDs of the mean.
Not for finite values, but it can be extremely close.
The results may be off. Check a histogram first.
Yes, but it handles any mean and SD and gives more decimals.
Zero for a continuous distribution. Use a range instead.
About 7 decimal places for probabilities.
References & Sources
| Source | Used For | Link |
|---|---|---|
| Wikipedia, Normal distribution | Definition, CDF and the 68-95-99.7 rule. | https://en.wikipedia.org/wiki/Normal_distribution |
| NIST/SEMATECH e-Handbook, Normal Distribution | Formulas and properties of the normal distribution. | https://www.itl.nist.gov/div898/handbook/eda/section3/eda3661.htm |