Statistics & Probability

Normal Distribution Calculator

Enter the mean, standard deviation and a value x to find its z-score and probabilities.

Your numbers

Your results

z-score
z-score
—
P(X < x)
—
P(X > x)
—
P(−|z| < Z < |z|)
—
Percentile
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Normal Distribution Calculator by TheCalcTools

How the Normal Distribution Calculator works

Enter the mean and standard deviation of the distribution and the value x.

The z-score counts how many standard deviations x is from the mean.

The cumulative probability comes from the standard normal distribution.

The formula

z = (x − μ) ÷ σP(X < x) = Φ(z) = ½[1 + erf(z ÷ √2)]

Worked example

Using the default values shown in the calculator:

Mean (μ)100
Standard deviation (σ)15
Value (x)130
  1. z = (130 − 100) ÷ 15 = 2.00.
  2. P(X < 130) = 0.9772, a percentile of 97.7%.
  3. P(X > 130) = 0.0228.

Result:

z-score2.0000
P(X < x)0.9772
P(X > x)0.0228
P(−|z| < Z < |z|)0.9545
Percentile97.7%

Frequently asked questions

What is the 68-95-99.7 rule?

About 68% of values lie within 1 standard deviation of the mean, 95% within 2, and 99.7% within 3.

Is IQ normally distributed?

IQ scores are designed to have a mean of 100 and a standard deviation of 15 (or 16) on many tests, so the defaults show an example.

Sources and further reading

More in Statistics & Probability · All calculators

This calculator gives estimates for information only. Check important results independently before you rely on them. See our disclaimer.