Normal Distribution Calculator
Calculate probabilities for a normal distribution. Find P(X < x), P(X > x), or P(a < X < b) given mean and standard deviation.
Enter mean, standard deviation, and X.
Normal Distribution
Z = (X − μ) / σ
P(X < x) = Φ(z)
P(X < x) = Φ(z)
The normal (Gaussian) distribution is symmetric and bell-shaped. About 68% of values fall within 1σ, 95% within 2σ, and 99.7% within 3σ of the mean.
Example: μ = 100, σ = 15, X = 130
Z = (130 − 100) / 15 = 2.0
P(X < 130) = 0.9772 (97.72%)
Z = (130 − 100) / 15 = 2.0
P(X < 130) = 0.9772 (97.72%)
FAQ
What is the 68-95-99.7 rule?
In a normal distribution: ~68% of data falls within 1σ of the mean, ~95% within 2σ, and ~99.7% within 3σ. This is also called the empirical rule.
Last updated: 2026-08-08