Statistics calculator

Normal Distribution Calculator

Calculate probabilities under a normal distribution using a verified standard-normal cumulative distribution function.

Enter values

Enter values and select Calculate.

Formula and methodology

Values are standardized with z = (x − μ) / σ. Interval probability is Φ(z₂) − Φ(z₁); outside probability is Φ(z₁) + 1 − Φ(z₂).

Worked example

For a standard normal distribution, P(−1 ≤ Z ≤ 1) is approximately 0.6826894921.

Assumptions and interpretation

  • Inputs and results remain in this browser and are not sent to analytics.
  • This tool performs general educational statistical computation; it does not select a study design or validate scientific conclusions.
  • Confidence-interval coverage describes repeated use of the method under its assumptions, not a probability assigned to the fixed parameter after calculation.
  • Keep full precision for decisions; displayed values are rounded for readability.