Normal Distribution Calculator

Calculate z-scores, probabilities, and values for normal distributions

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Z = (X - μ) / σ

Z-Score Formula

Quick Examples

Z-Score

Percentile:

Raw Score (X)

Percentile:

Probability

Z-Score:

Bell Curve Position

Z =
-3σ -2σ -1σ μ +1σ +2σ +3σ

Mean (μ)

Std Dev (σ)

PDF Value

Probability

Common Z-Scores Reference

Z-Score Percentile Meaning

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About Normal Distribution Calculator

What is Normal Distribution?

Normal distribution (also called Gaussian distribution or bell curve) is a probability distribution that is symmetric about the mean, showing that data near the mean are more frequent than data far from the mean.

Key Concepts

Z-Score (Standard Score)

The z-score measures how many standard deviations a value is from the mean.

Formula: Z = (X - μ) / σ

Where:

  • X = raw score
  • μ = population mean
  • σ = population standard deviation

Standard Normal Distribution

A special case where μ = 0 and σ = 1. Any normal distribution can be converted to standard normal using z-scores.

Probability Density Function (PDF)

The PDF describes the likelihood of a random variable taking on a given value.

Formula: f(x) = (1 / (σ√(2π))) × e^(-(x-μ)²/(2σ²))

Common Z-Score Values

Z-Score Percentile Meaning
-3.0 0.13% 3 SD below mean
-2.0 2.28% 2 SD below mean
-1.0 15.87% 1 SD below mean
0.0 50.00% At the mean
1.0 84.13% 1 SD above mean
2.0 97.72% 2 SD above mean
3.0 99.87% 3 SD above mean

The Empirical Rule (68-95-99.7)

For any normal distribution:

  • 68% of data falls within 1 standard deviation of the mean
  • 95% of data falls within 2 standard deviations
  • 99.7% of data falls within 3 standard deviations

Practical Applications

  1. Education - Standardized test scores (SAT, IQ tests)
  2. Quality Control - Manufacturing tolerances
  3. Finance - Stock returns and risk analysis
  4. Science - Measurement errors and experimental data
  5. Healthcare - Blood pressure, height, weight distributions

Note: This calculator provides approximations. For critical applications, consult a statistician.