Normal Distribution
Normal distribution is a continuous probability distribution. It is also called Gaussian distribution.
The normal distribution density function f(z) is called the Bell Curve because it has the shape that resembles a bell.
Standard normal distribution table is used to find the area under the f(z) function in order to find the probability of a specified range of distribution.
- Normal Distribution Function
- Standard Normal Distribution Function
- Standard Normal Distribution Table
Normal distribution function
When random variable X has normal distribution,
The probability density function and cumulative distribution function of the normal distribution:
Probability density function (pdf)
The probability density function is given by:
X is the random variable.
μ is the mean value.
σ is the standard deviation (std) value.
e = 2.7182818... constant.
π = 3.1415926... constant.
Cumulative distribution function
The cumulative distribution function is given by:
X is the random variable.
μ is the mean value.
σ is the standard deviation (std) value.
e = 2.7182818... constant.
π = 3.1415926... constant.
Standard normal distribution function
When
Then the probability density function and cumulative distribution function of the standard normal distribution:
Probability density function
Cumulative distribution function
Standard normal distribution table
z Φ( z ) φ( z ) 0.00 0.5000 0.3989 0.01 0.5040 0.3989 0.02 0.5080 0.3989 0.03 0.5120 0.3988 0.04 0.5160 0.3986 0.05 0.5199 0.3984 0.06 0.5239 0.3982 0.07 0.5279 0.3980 0.08 0.5319 0.3977 0.09 0.5359 0.3973 0.10 0.5398 0.3970 0.11 0.5438 0.3965 0.12 0.5478 0.3961 0.13 0.5517 0.3956 0.14 0.5557 0.3951 0.15 0.5596 0.3945 0.16 0.5636 0.3939 0.17 0.5675 0.3932 0.18 0.5714 0.3925 0.19 0.5753 0.3918 0.20 0.5793 0.3910 0.21 0.5832 0.3902 0.22 0.5871 0.3894 0.23 0.5910 0.3885 0.24 0.5948 0.3876 0.25 0.5987 0.3867 0.26 0.6026 0.3857 0.27 0.6064 0.3847 0.28 0.6103 0.3836 0.29 0.6141 0.3825 0.30 0.6179 0.3814 0.31 0.6217 0.3802 0.32 0.6255 0.3790 0.33 0.6293 0.3778 0.34 0.6331 0.3765 0.35 0.6368 0.3752 0.36 0.6406 0.3739 0.37 0.6443 0.3725 0.38 0.6480 0.3712 0.39 0.6517 0.3697 0.40 0.6554 0.3683 0.41 0.6591 0.3668 0.42 0.6628 0.3653 0.43 0.6664 0.3637 0.44 0.6700 0.3621 0.45 0.6736 0.3605 0.46 0.6772 0.3589 0.47 0.6808 0.3572 0.48 0.6844 0.3555 0.49 0.6879 0.3538 0.50 0.6915 0.3521 0.51 0.6950 0.3503 0.52 0.6985 0.3485 0.53 0.7019 0.3467 0.54 0.7054 0.3448 0.55 0.7088 0.3429 0.56 0.7123 0.3410 0.57 0.7157 0.3391 0.58 0.7190 0.3372 0.59 0.7224 0.3352 0.60 0.7257 0.3332 0.61 0.7291 0.3312 0.62 0.7324 0.3292 0.63 0.7357 0.3271 0.64 0.7389 0.3251 0.65 0.7422 0.3230 0.66 0.7454 0.3209 0.67 0.7486 0.3187 0.68 0.7517 0.3166 0.69 0.7549 0.3144 0.70 0.7580 0.3123 0.71 0.7611 0.3101 0.72 0.7642 0.3079 0.73 0.7673 0.3056 0.74 0.7704 0.3034 0.75 0.7734 0.3011 0.76 0.7764 0.2989 0.77 0.7794 0.2966 0.78 0.7823 0.2943 0.79 0.7852 0.2920 0.80 0.7881 0.2897 0.81 0.7910 0.2874 0.82 0.7939 0.2850 0.83 0.7967 0.2827 0.84 0.7995 0.2803 0.85 0.8023 0.2780 0.86 0.8051 0.2756 0.87 0.8078 0.2732 0.88 0.8106 0.2709 0.89 0.8133 0.2685 0.90 0.8159 0.2661 0.91 0.8186 0.2637 0.92 0.8212 0.2613 0.93 0.8238 0.2589 0.94 0.8264 0.2565 0.95 0.8289 0.2541 0.96 0.8315 0.2516 0.97 0.8340 0.2492 0.98 0.8365 0.2468 0.99 0.8389 0.2444 1.00 0.8413 0.2420 1.01 0.8438 0.2396 1.02 0.8461 0.2371 1.03 0.8485 0.2347 1.04 0.8508 0.2323 1.05 0.8531 0.2299 1.06 0.8554 0.2275 1.07 0.8577 0.2251 1.08 0.8599 0.2227 1.09 0.8621 0.2203 1.10 0.8643 0.2179 1.11 0.8665 0.2155 1.12 0.8686 0.2131 1.13 0.8708 0.2107 1.14 0.8729 0.2083 1.15 0.8749 0.2059 1.16 0.8770 0.2036 1.17 0.8790 0.2012 1.18 0.8810 0.1989 1.19 0.8830 0.1965 1.20 0.8849 0.1942 1.21 0.8869 0.1919 1.22 0.8888 0.1895 1.23 0.8907 0.1872 1.24 0.8925 0.1849 1.25 0.8944 0.1826 1.26 0.8962 0.1804 1.27 0.8980 0.1781 1.28 0.8997 0.1758 1.29 0.9015 0.1736 1.30 0.9032 0.1714 1.31 0.9049 0.1691 1.32 0.9066 0.1669 1.33 0.9082 0.1647 1.34 0.9099 0.1626 1.35 0.9115 0.1604 1.36 0.9131 0.1582 1.37 0.9147 0.1561 1.38 0.9162 0.1539 1.39 0.9177 0.1518 1.40 0.9192 0.1497 1.41 0.9207 0.1476 1.42 0.9222 0.1456 1.43 0.9236 0.1435 1.44 0.9251 0.1415 1.45 0.9265 0.1394 1.46 0.9279 0.1374 1.47 0.9292 0.1354 1.48 0.9306 0.1334 1.49 0.9319 0.1315 1.50 0.9332 0.1295 1.51 0.9345 0.1276 1.52 0.9357 0.1257 1.53 0.9370 0.1238 1.54 0.9382 0.1219 1.55 0.9394 0.1200 1.56 0.9406 0.1182 1.57 0.9418 0.1163 1.58 0.9429 0.1145 1.59 0.9441 0.1127 1.60 0.9452 0.1109 1.61 0.9463 0.1092 1.62 0.9474 0.1074 1.63 0.9484 0.1057 1.64 0.9495 0.1040 1.65 0.9505 0.1023 1.66 0.9515 0.1006 1.67 0.9525 0.0989 1.68 0.9535 0.0973 1.69 0.9545 0.0957 1.70 0.9554 0.0940 1.71 0.9564 0.0925 1.72 0.9573 0.0909 1.73 0.9582 0.0893 1.74 0.9591 0.0878 1.75 0.9599 0.0863 1.76 0.9608 0.0848 1.77 0.9616 0.0833 1.78 0.9625 0.0818 1.79 0.9633 0.0804 1.80 0.9641 0.0790 1.81 0.9649 0.0775 1.82 0.9656 0.0761 1.83 0.9664 0.0748 1.84 0.9671 0.0734 1.85 0.9678 0.0721 1.86 0.9686 0.0707 1.87 0.9693 0.0694 1.88 0.9699 0.0681 1.89 0.9706 0.0669 1.90 0.9713 0.0656 1.91 0.9719 0.0644 1.92 0.9726 0.0632 1.93 0.9732 0.0620 1.94 0.9738 0.0608 1.95 0.9744 0.0596 1.96 0.9750 0.0584 1.97 0.9756 0.0573 1.98 0.9761 0.0562 1.99 0.9767 0.0551 2.00 0.9772 0.0540 2.01 0.9778 0.0529 2.02 0.9783 0.0519 2.03 0.9788 0.0508 2.04 0.9793 0.0498 2.05 0.9798 0.0488 2.06 0.9803 0.0478 2.07 0.9808 0.0468 2.08 0.9812 0.0459 2.09 0.9817 0.0449 2.10 0.9821 0.0440 2.11 0.9826 0.0431 2.12 0.9830 0.0422 2.13 0.9834 0.0413 2.14 0.9838 0.0404 2.15 0.9842 0.0396 2.16 0.9846 0.0387 2.17 0.9850 0.0379 2.18 0.9854 0.0371 2.19 0.9857 0.0363 2.20 0.9861 0.0355 2.21 0.9864 0.0347 2.22 0.9868 0.0339 2.23 0.9871 0.0332 2.24 0.9875 0.0325 2.25 0.9878 0.0317 2.26 0.9881 0.0310 2.27 0.9884 0.0303 2.28 0.9887 0.0297 2.29 0.9890 0.0290 2.30 0.9893 0.0283 2.31 0.9896 0.0277 2.32 0.9898 0.0270 2.33 0.9901 0.0264 2.34 0.9904 0.0258 2.35 0.9906 0.0252 2.36 0.9909 0.0246 2.37 0.9911 0.0241 2.38 0.9913 0.0235 2.39 0.9916 0.0229 2.40 0.9918 0.0224 2.41 0.9920 0.0219 2.42 0.9922 0.0213 2.43 0.9925 0.0208 2.44 0.9927 0.0203 2.45 0.9929 0.0198 2.46 0.9931 0.0194 2.47 0.9932 0.0189 2.48 0.9934 0.0184 2.49 0.9936 0.0180 2.50 0.9938 0.0175 2.51 0.9940 0.0171 2.52 0.9941 0.0167 2.53 0.9943 0.0163 2.54 0.9945 0.0158 2.55 0.9946 0.0154 2.56 0.9948 0.0151 2.57 0.9949 0.0147 2.58 0.9951 0.0143 2.59 0.9952 0.0139 2.60 0.9953 0.0136 2.61 0.9955 0.0132 2.62 0.9956 0.0129 2.63 0.9957 0.0126 2.64 0.9959 0.0122 2.65 0.9960 0.0119 2.66 0.9961 0.0116 2.67 0.9962 0.0113 2.68 0.9963 0.0110 2.69 0.9964 0.0107 2.70 0.9965 0.0104 2.71 0.9966 0.0101 2.72 0.9967 0.0099 2.73 0.9968 0.0096 2.74 0.9969 0.0093 2.75 0.9970 0.0091 2.76 0.9971 0.0088 2.77 0.9972 0.0086 2.78 0.9973 0.0084 2.79 0.9974 0.0081 2.80 0.9974 0.0079 2.81 0.9975 0.0077 2.82 0.9976 0.0075 2.83 0.9977 0.0073 2.84 0.9977 0.0071 2.85 0.9978 0.0069 2.86 0.9979 0.0067 2.87 0.9979 0.0065 2.88 0.9980 0.0063 2.89 0.9981 0.0061 2.90 0.9981 0.0060 2.91 0.9982 0.0058 2.92 0.9982 0.0056 2.93 0.9983 0.0055 2.94 0.9984 0.0053 2.95 0.9984 0.0051 2.96 0.9985 0.0050 2.97 0.9985 0.0048 2.98 0.9986 0.0047 2.99 0.9986 0.0046 3.00 0.9987 0.0044 3.01 0.9987 0.0043 3.02 0.9987 0.0042 3.03 0.9988 0.0040 3.04 0.9988 0.0039 3.05 0.9989 0.0038 3.06 0.9989 0.0037 3.07 0.9989 0.0036 3.08 0.9990 0.0035 3.09 0.9990 0.0034 3.10 0.9990 0.0033 3.11 0.9991 0.0032 3.12 0.9991 0.0031 3.13 0.9991 0.0030 3.14 0.9992 0.0029 3.15 0.9992 0.0028 3.16 0.9992 0.0027 3.17 0.9992 0.0026 3.18 0.9993 0.0025 3.19 0.9993 0.0025 3.20 0.9993 0.0024 3.21 0.9993 0.0023 3.22 0.9994 0.0022 3.23 0.9994 0.0022 3.24 0.9994 0.0021 3.25 0.9994 0.0020 3.26 0.9994 0.0020 3.27 0.9995 0.0019 3.28 0.9995 0.0018 3.29 0.9995 0.0018 3.30 0.9995 0.0017 3.31 0.9995 0.0017 3.32 0.9995 0.0016 3.33 0.9996 0.0016 3.34 0.9996 0.0015 3.35 0.9996 0.0015 3.36 0.9996 0.0014 3.37 0.9996 0.0014 3.38 0.9996 0.0013 3.39 0.9997 0.0013 3.40 0.9997 0.0012 3.41 0.9997 0.0012 3.42 0.9997 0.0012 3.43 0.9997 0.0011 3.44 0.9997 0.0011 3.45 0.9997 0.0010 3.46 0.9997 0.0010 3.47 0.9998 0.0010 3.48 0.9998 0.0009 3.49 0.9998 0.0009 3.50 0.9998 0.0009 3.51 0.9998 0.0008 3.52 0.9998 0.0008 3.53 0.9998 0.0008 3.54 0.9998 0.0008 3.55 0.9998 0.0007 3.56 0.9998 0.0007 3.57 0.9998 0.0007 3.58 0.9998 0.0007 3.59 0.9998 0.0006 3.60 0.9998 0.0006 3.61 0.9998 0.0006 3.62 0.9999 0.0006 3.63 0.9999 0.0005 3.64 0.9999 0.0005 3.65 0.9999 0.0005 3.66 0.9999 0.0005 3.67 0.9999 0.0005 3.68 0.9999 0.0005 3.69 0.9999 0.0004 3.70 0.9999 0.0004 3.71 0.9999 0.0004 3.72 0.9999 0.0004 3.73 0.9999 0.0004 3.74 0.9999 0.0004 3.75 0.9999 0.0004 3.76 0.9999 0.0003 3.77 0.9999 0.0003 3.78 0.9999 0.0003 3.79 0.9999 0.0003 3.80 0.9999 0.0003 3.81 0.9999 0.0003 3.82 0.9999 0.0003 3.83 0.9999 0.0003 3.84 0.9999 0.0003 3.85 0.9999 0.0002 3.86 0.9999 0.0002 3.87 0.9999 0.0002 3.88 0.9999 0.0002 3.89 0.9999 0.0002 3.90 1.0000 0.0002 3.91 1.0000 0.0002 3.92 1.0000 0.0002 3.93 1.0000 0.0002 3.94 1.0000 0.0002 3.95 1.0000 0.0002 3.96 1.0000 0.0002 3.97 1.0000 0.0002 3.98 1.0000 0.0001 3.99 1.0000 0.0001
Standard Normal Distribution Graph (above zero)
See also


