Normal Distribution Calculator

Calculate probabilities, percentiles, and areas under the normal distribution curve (bell curve)

Normal Distribution Parameters

Center of the distribution

Spread of the distribution (must be positive)

The value for which you want to calculate probabilities

Probability Results

50.0000%
P(X < 0)
50.0000%
P(X > 0)
0.0000
Z-Score
0.398942
Probability Density

Empirical Rule (68-95-99.7 Rule)

μ ± 1σ: [-1.00, 1.00]68.3%
μ ± 2σ: [-2.00, 2.00]95.4%
μ ± 3σ: [-3.00, 3.00]99.7%

Example: Height Distribution

Adult Male Height in US

Mean height: 175.7 cm (μ = 175.7)

Standard deviation: 10 cm (σ = 10)

Question: What's the probability of being taller than 185 cm?

Solution

1. Calculate Z-score: Z = (185 - 175.7) / 10 = 0.93

2. Find P(X > 185) = 1 - P(X < 185) = 1 - 0.8238 = 0.1762

Answer: 17.62% probability of being taller than 185 cm

Distribution Properties

Bell-shaped and symmetric about the mean

Mean = Median = Mode

Total area under curve = 1

68% within 1 standard deviation

95% within 2 standard deviations

99.7% within 3 standard deviations

Key Formulas

Probability Density Function (PDF)

f(x) = (1/σ√2π)e^(-½((x-μ)/σ)²)

Z-Score

Z = (X - μ) / σ

Standard Normal

μ = 0, σ = 1

Understanding Normal Distribution

What is Normal Distribution?

The normal distribution, also known as the Gaussian distribution, is a continuous probability distribution that is symmetric and bell-shaped. It's one of the most important distributions in statistics because many natural phenomena follow this pattern.

Key Characteristics

  • Symmetric about the mean
  • Mean, median, and mode are equal
  • Asymptotic to x-axis
  • Total area under curve equals 1

Parameters

Mean (μ)

Determines the center of the distribution

Standard Deviation (σ)

Controls the spread or width of the distribution

Real-World Examples

  • • Heights and weights of people
  • • Test scores and IQ measurements
  • • Blood pressure readings
  • • Measurement errors in experiments
  • • Stock price changes