Normal Distribution Calculator

Compute P(X ≤ x), P(X ≥ x), P(a ≤ X ≤ b) or find x from a probability p for X ~ N(μ, σ²). The z-score stays an exact fraction; the probabilities are numerical, and every step is shown.
Computed
The probability and the full working are shown below.
Resultnumeric

Probability

0.908789

90.8789% of values

z-score: z = 4/3exact ≈ 1.333333numeric

About 90.8789% of values lie below 120 for N(100, 15²).

Graph
x = 1205010015000.010.020.03

Step-by-step solution

  1. 1

    Standardize to a z-score

    Subtract the mean μ = 100 from x = 120 and divide by the standard deviation σ = 15. All inputs are rational, so the z-score is an exact fraction: z = 4/3 ≈ 1.333333.

    z=x−μσ=120−10015=43≈1.333333z = \frac{x - \mu}{\sigma} = \frac{120 - 100}{15} = \frac{4}{3} \approx 1.333333
  2. 2

    Evaluate Φ(z)

    Φ(z) = ½·(1 + erf(z/√2)) has no closed form in elementary functions, so a numerical approximation of the error function is used: Φ(1.333333) ≈ 0.908789.

    Φ(43)≈0.908789\Phi\left(\frac{4}{3}\right) \approx 0.908789
  3. 3

    Interpret the result

    About 90.8789% of the values of a N(100, 15²) distribution lie below x = 120.

    P(X<120)≈0.908789  (90.8789%)P(X < 120) \approx 0.908789 \; (90.8789\%)
  4. 4

    Result

    P(X ≤ 120) ≈ 0.908789, i.e. about 90.8789%, for X ~ N(100, 15²).

    P(X<120)≈0.908789P(X < 120) \approx 0.908789

About the normal distribution

The normal (Gaussian) distribution is the classic bell curve, fully described by its mean μ (the center) and standard deviation σ (the spread). Heights, test scores and measurement errors follow it approximately.

Every probability question is answered by standardizing: the z-score z = (x − μ)/σ measures how many standard deviations x lies from the mean, and the standard normal table (here: a numerical error function) turns z into a probability.

The empirical rule: about 68% of values lie within 1σ of the mean, 95% within 2σ and 99.7% within 3σ. Z-scores here stay exact fractions; probabilities are numerical approximations, accurate to many decimal places.