Normal Distribution Calculator

Calculate cumulative probabilities and Z-scores for standard and custom Gaussian normal curves.

Standard Score (Z)
1.0000
1.0 standard deviations above mean
Percentile Rank
84.13%
Percentage of population below X
Left-tail \(P(X < 115)\): 0.84134
Right-tail \(P(X > 115)\): 0.15866

Normal Distribution Formulas & How to Calculate

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Probability Density Function (PDF)

Equation of the Gaussian bell curve:

$$ f(x) = \frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x - \mu)^2}{2\sigma^2}} $$

Standard normal ($\mu = 0, \sigma = 1$):

$$ \phi(z) = \frac{1}{\sqrt{2\pi}} e^{-\frac{z^2}{2}} $$

Standard Score (Z-Score) Formula

Number of standard deviations $x$ is from the mean:

$$ z = \frac{x - \mu}{\sigma} $$

How to calculate:

$$ \text{Step 1: } \text{Deviation} = x - \mu, \quad \text{Step 2: } z = \frac{\text{Deviation}}{\sigma} $$

Cumulative Distribution Function (CDF)

Left-tail probability representing the area under the bell curve:

$$ P(X \le x) = \Phi(z) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^{z} e^{-\frac{t^2}{2}} \, dt = \frac{1}{2} \left[1 + \operatorname{erf}\left(\frac{z}{\sqrt{2}}\right)\right] $$

Right-tail (greater than $x$) probability:

$$ P(X > x) = 1 - P(X \le x) = 1 - \Phi(z) $$

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