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Statistics & Data Science · pattern F, Dataset

Probabilities under a normal curve.

Enter a value, mean and standard deviation for the z score and the probability below, above and between — with the empirical rule figures alongside.

Inputs

The formula used

z = (x − μ) ÷ σ, then read the standard normal table

Standardising converts any normal distribution to the standard normal, which is why one table serves every problem. The cumulative probability here uses a numerical approximation accurate to about seven decimal places.

P(X < x)

0.84134

z score
1.0000
P(X > x)
0.15866
Percentile
84.13 %
Within ±1σ
68.27% — 85.00 to 115.00
Within ±2σ
95.45% — 70.00 to 130.00
Within ±3σ
99.73% — 55.00 to 145.00

Why the normal distribution turns up everywhere.

The central limit theorem: sums and averages of many independent contributions tend toward a normal distribution regardless of the shape of the originals. This is why measurement errors and sample means are approximately normal, and also why individual quantities often are not — incomes, waiting times and city sizes are all strongly skewed, and treating them as normal produces confident nonsense.

Questions about normal distribution

What is the 68-95-99.7 rule?
About 68% of a normal distribution lies within one standard deviation of the mean, 95% within two and 99.7% within three. It is a fast sanity check on any normal calculation.
What does a negative z mean?
That the value is below the mean. The distribution is symmetric, so the probability below −1.5 equals the probability above +1.5.
Is IQ really normal?
It is constructed to be, with a mean of 100 and a standard deviation of 15 by definition. The scale was designed around the distribution rather than the reverse.

A calculator handles the arithmetic. It cannot teach you the method.

If the number is not the part you are stuck on, that is what the service is for — a specialist who explains the working, not just the answer.

Statistical output here is for coursework and learning. Reported p-values and intervals assume the conditions stated on the page; nothing here checks whether those conditions hold for your data.