Statistics & Algebra

Normal Distribution Calculator

Evaluate a value under a normal distribution with a chosen mean and standard deviation.

Z-score1
P(X ≤ x)0.841345
P(X > x)0.158655
Density f(x)0.241971

How this tool works

The z-score standardizes x, then the standard normal CDF gives P(X≤x). The normal PDF gives the probability density at x.

Example

For the standard normal distribution, x=1 has cumulative probability about 0.8413.

Common questions

Is the density f(x) itself a probability?

No. For a continuous variable, probability comes from area under the density curve over an interval.

What does the CDF report?

It reports the probability that a normally distributed random variable is less than or equal to x.