Normal Distribution Function

JavaScript

The normal distribution derives its importance from the Central Limit Theorem. If X₁,...,X_n is a sample from a distribution with mean, μ, and variance, σ², then for large n, the sample mean has approximately a normal distribution with mean μ and variance σ²/n.

    ENTER Normal CDF ARGUMENTS

           x-value: 
              Mean: 
Standard Deviation: 



Normal Probability:

For example, normal(2,0,1)=.97725
Use the "view source" option on your browser to view
the script used to perform these calculations.