How to use the normal distribution calculator
- Enter the mean and standard deviation of the normal distribution, in the units of your data.
- To find a probability, choose below, above, between or outside, and enter the value or values.
- To find a cutoff instead, switch to A value (percentile), choose which area you know and enter it, such as 0.90 for the 90th percentile.
- Click Calculate to see the answer, the shaded curve and the z-scores behind it.
- Read the plain-English summary and download the graph if you need it.
Normal distribution formulas
Every normal probability is found by converting to the standard normal distribution (mean 0, SD 1):
z = x − μσ
P(X < a) = Φ(za) P(X > a) = 1 − Φ(za)
P(a < X < b) = Φ(zb) − Φ(za)
Inverse: x = μ + zσ , where Φ(z) = area to the left
- X
- A normally distributed random variable
- μ
- The mean, the center of the curve
- σ
- The standard deviation, which sets the width of the curve
- z
- The z-score: how many standard deviations a value is from the mean
- Φ(z)
- The standard normal cumulative probability: the area under the curve to the left of z
- a, b
- The values that bound the area you want
The probability density function behind the curve is f(x) = 1σ√(2π) e−(x − μ)² / (2σ²), but you never need it to find probabilities: the areas come from Φ.
Worked example
A battery's life is normally distributed with a mean of 500 hours and a standard deviation of 40 hours. What proportion of batteries last more than 560 hours?
-
Convert 560 hours to a z-score
z = 560 − 50040 = 1.5
-
Find the area to the left of z = 1.5
Φ(1.5) = 0.9332
-
"More than" means the area to the right
P(X > 560) = 1 − 0.9332 = 0.0668
What it means: about 6.7% of batteries, roughly 1 in 15, last longer than 560 hours. Going the other way, the manufacturer could find the life that only the best 5% of batteries exceed: z = 1.645 for an area of 0.05 to the right, so x = 500 + 1.645 × 40 ≈ 565.8 hours.
How to interpret normal probabilities
- A probability is a proportion. P(X > 560) = 0.0668 means about 6.7% of all values exceed 560, and it is also the chance that one randomly chosen value does.
- The 68-95-99.7 rule is a quick sanity check: about 68% of values are within 1σ of the mean, 95% within 2σ and 99.7% within 3σ.
- Small tail areas mean unusual values. A value with less than 2.5% in its tail is often called unusual; one with less than 0.15% is extremely rare.
- Check that the normal model fits. The answers are only as good as the assumption. Skewed data, like incomes, need a different approach; a histogram will show you the shape.