Normal Distribution Calculator

Calculate probabilities using the normal distribution with customizable mean and standard deviation.

Distribution Parameters

Calculation Type

Normal Distribution Formula

The probability density function of the normal distribution is:

f(x)=1΃2Ī€e−12(x−Îŧ΃)2f(x) = \frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{1}{2}\left(\frac{x-\mu}{\sigma}\right)^2}

Where:

  • xx = Random variable
  • Îŧ\mu = Mean
  • ΃\sigma = Standard deviation
  • ee = Euler's number (approximately 2.71828)
  • Ī€\pi = Pi (approximately 3.14159)

For probability calculations, we use the cumulative distribution function (CDF):

ÎĻ(x)=P(X≤x)=âˆĢ−∞xf(t) dt\Phi(x) = P(X \leq x) = \int_{-\infty}^{x} f(t) \, dt