Math

Free Normal Distribution Probability Calculator

Probability that X falls below, above or between values.

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Inputs

Result

P(X < x)

93.319%

P(X > x)6.681%
Z-score1.5000

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Short answer

Probability that X falls below, above or between values.

What is the Normal Distribution Probability Calculator?

Probability that X falls below, above or between values.

How does the Normal Distribution Probability Calculator work?

Enter the inputs above and read the result.

Formula

z = (x − μ) ÷ σ; P(X<x) = Φ(z)

Variables

  • ΦStandard normal cumulative distribution function

Explanation

Converting to a z-score lets any normal distribution be evaluated using the standard normal curve.

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            Related concepts

            The Normal Distribution Probability Calculator sits inside the Math Calculators hub, in the statistics & probability cluster. Describing data and quantifying uncertainty. Understanding the terms below makes the output easier to interpret and easier to compare against neighbouring measures.

            distributiondispersionsignificancesamplepopulationexpected value

            Practical use cases and industry applications

            Understanding Normal Distribution Probability

            Probability that X falls below, above or between values. Within math calculators, normal distribution probability belongs to the statistics & probability cluster, where it shares terminology and assumptions with closely related tools.

            Learning how normal distribution probability is calculated

            Converting to a z-score lets any normal distribution be evaluated using the standard normal curve. Working through the variables one at a time — Φ — makes the result reproducible by hand and easier to sanity-check.

            Using normal distribution probability to make a decision

            Because outputs depend on the assumptions you enter, run more than one scenario before committing to a figure.

            How normal distribution probability compares with related measures

            distribution, dispersion, significance, sample all describe adjacent aspects of statistics & probability. Comparing this calculator's output against those measures — using the related tools listed on this page — prevents a single metric from being read in isolation.

            Frequently asked questions

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