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Normal distribution

Enter the mean, standard deviation and the value x.

Result
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With mean 0 and standard deviation 1, P(Z < 1.96) ≈ 0.975.

Example

Compute probabilities and percentiles of a normal distribution.

With mean 0 and standard deviation 1, P(Z < 1.96) ≈ 0.975.

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Methodology

Probabilities come from the cumulative normal distribution function.

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