Normal Distribution Calculator Online

Calculate normal distribution probabilities instantly: P(X ≤ a), P(X ≥ a), P(a ≤ X ≤ b) and inverse normal. Enter mean and standard deviation and visualize the Gaussian bell curve with the shaded area.

Probability
Z-score
z₂ (upper bound)
Gaussian Bell Curve

Shaded area corresponds to the calculated probability.

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Frequently Asked Questions

What is the normal distribution?

The normal distribution, or Gaussian bell curve, is the most important continuous probability distribution in statistics. It is fully defined by two parameters: the mean (μ), which sets the center, and the standard deviation (σ), which controls the spread. It is symmetric about the mean and its tails extend to infinity.

How is the probability calculated?

The probability is obtained by integrating the probability density function (PDF). Since there is no closed-form antiderivative, it is calculated using the error function (erf). This calculator uses the high-precision Abramowitz and Stegun approximation to produce accurate results.

What is a z-score?

A z-score (or standard score) indicates how many standard deviations a value is from the mean: z = (X - μ) / σ. It allows comparison of values from distributions with different scales. For example, z = 1 means X is exactly 1 standard deviation above the mean.

What is the inverse normal distribution used for?

The inverse normal answers the question: what value X corresponds to the p-th percentile? That is, given P(X ≤ x) = p, find x. It is widely used in quality control (tolerance limits), inferential statistics (critical values), and random variable simulation.

# Normal Distribution Calculator: Probabilities in Real Time

The Normal Distribution Calculator computes any normal distribution probability instantly: left tail, right tail, central interval, and inverse. Simply enter the mean and standard deviation to get the result and visualize it on the Gaussian bell curve.
4 Calculation Modes
Live Real-Time Results
Free No Registration

# Calculation Modes

Mode Description Example Use
P(X ≤ a)Cumulative probability up to value a (left tail).Percentage of students below a grade threshold.
P(X ≥ a)Right-tail probability from value a onwards.Probability of exceeding a quality threshold.
P(a ≤ X ≤ b)Probability within a central or asymmetric interval.Proportion of parts within tolerance.
InverseFind X such that P(X ≤ x) = p (the p-th percentile).Critical value in a hypothesis test.
The 68 95 99.7 Empirical Rule
In any normal distribution: 68% of data falls within ±1σ of the mean, 95% within ±2σ, and 99.7% within ±3σ. Verify this by calculating P(-1 ≤ z ≤ 1) with μ=0 and σ=1.

# Quick Reference Glossary

Mean (μ)
Location parameter. Determines the center of the Gaussian bell curve.
Standard Deviation (σ)
Scale parameter. Controls the width of the bell curve. Must be strictly positive.
Z-score
Standardized value: z = (X - μ) / σ. Indicates how many standard deviations X is from the mean.
PDF
Probability Density Function. The area under the PDF over an interval equals the probability of that interval.

Bibliographic References