Normal Distribution Calculator
Normal Distribution Calculator Info
The normal distribution, also known as the Gaussian distribution, is a continuous probability distribution that is symmetric about the mean. The z-score, or standard score, is a statistical measurement that describes a value's relationship to the mean of a group of values, measured in terms of standard deviations.
Formula
The formula for calculating the z-score is:
z = (x - μ) / σ
Where:
- x (or x₁) is the value (or lower bound) for which we are computing the z-score
- x₂ is the optional upper bound for interval calculations
- μ is the mean of the distribution
- σ is the standard deviation of the distribution
When an upper bound x₂ is provided, the calculator computes the probability of falling between x₁ and x₂ (P(x₁ ≤ X ≤ x₂)).