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Normal distribution calculator

Enter a mean, standard deviation and interval bounds. The calculator returns three areas, standardises both bounds and draws the normal curve.

The calculator returns P(X ≤ a), P(a ≤ X ≤ b) and P(X ≥ b). It assumes X follows a normal distribution.

Your numbers stay in this browser. No account or upload to the server is needed.

How do I use this page?
  1. Enter mean μ and a positive standard deviation σ.
  2. Enter lower bound a and upper bound b.
  3. Read P(X≤a), P(a≤X≤b), P(X≥b) and review the Z substitution.
Method and worked example

Each bound is standardised with z=(x−μ)/σ, converting the problem to the standard normal distribution with mean 0 and standard deviation 1.

The interval probability is a difference of cumulative probabilities: P(a≤X≤b)=Φ(zb)−Φ(za). It is an area under the model, not a forecast of one observation.

Areas use numerical Simpson integration. A normal model should be justified by the process, measurement assumptions or a check of the data.

Example: μ=100, σ=15, a=85 and b=115 standardise to −1 and 1, covering about 68.27% of the distribution.

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