Normal Distribution

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Normal Distribution

Normal distribution is a continuous probability distribution. It is also called Gaussian distribution.

The normal distribution density function f(z) is called the Bell Curve because it has the shape that resembles a bell.

Standard normal distribution table is used to find the area under the f(z) function in order to find the probability of a specified range of distribution.

 

Normal distribution function

When random variable X has normal distribution,

The probability density function and cumulative distribution function of the normal distribution:

 

 

Probability density function (pdf)

The probability density function is given by:

f_{X}(x)=\frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}

X is the random variable.

μ is the mean value.

σ is the standard deviation (std) value.

e = 2.7182818... constant.

π = 3.1415926... constant.

 

 

Cumulative distribution function

The cumulative distribution function is given by:

F_{X}(x)=\frac{1}{\sigma\sqrt{2\pi}}\int_{-\infty}^{x}e^{-\frac{(y-\mu)^2}{2\sigma^2}}dy

X is the random variable.

μ is the mean value.

σ is the standard deviation (std) value.

e = 2.7182818... constant.

π = 3.1415926... constant.

 

Standard normal distribution function

When

Then the probability density function and cumulative distribution function of the standard normal distribution:

 

Probability density function

 

Cumulative distribution function

 

Standard normal distribution table

z Φ( z ) φ( z )
0.00 0.5000 0.3989
0.01 0.5040 0.3989
0.02 0.5080 0.3989
0.03 0.5120 0.3988
0.04 0.5160 0.3986
0.05 0.5199 0.3984
0.06 0.5239 0.3982
0.07 0.5279 0.3980
0.08 0.5319 0.3977
0.09 0.5359 0.3973
0.10 0.5398 0.3970
0.11 0.5438 0.3965
0.12 0.5478 0.3961
0.13 0.5517 0.3956
0.14 0.5557 0.3951
0.15 0.5596 0.3945
0.16 0.5636 0.3939
0.17 0.5675 0.3932
0.18 0.5714 0.3925
0.19 0.5753 0.3918
0.20 0.5793 0.3910
0.21 0.5832 0.3902
0.22 0.5871 0.3894
0.23 0.5910 0.3885
0.24 0.5948 0.3876
0.25 0.5987 0.3867
0.26 0.6026 0.3857
0.27 0.6064 0.3847
0.28 0.6103 0.3836
0.29 0.6141 0.3825
0.30 0.6179 0.3814
0.31 0.6217 0.3802
0.32 0.6255 0.3790
0.33 0.6293 0.3778
0.34 0.6331 0.3765
0.35 0.6368 0.3752
0.36 0.6406 0.3739
0.37 0.6443 0.3725
0.38 0.6480 0.3712
0.39 0.6517 0.3697
0.40 0.6554 0.3683
0.41 0.6591 0.3668
0.42 0.6628 0.3653
0.43 0.6664 0.3637
0.44 0.6700 0.3621
0.45 0.6736 0.3605
0.46 0.6772 0.3589
0.47 0.6808 0.3572
0.48 0.6844 0.3555
0.49 0.6879 0.3538
0.50 0.6915 0.3521
0.51 0.6950 0.3503
0.52 0.6985 0.3485
0.53 0.7019 0.3467
0.54 0.7054 0.3448
0.55 0.7088 0.3429
0.56 0.7123 0.3410
0.57 0.7157 0.3391
0.58 0.7190 0.3372
0.59 0.7224 0.3352
0.60 0.7257 0.3332
0.61 0.7291 0.3312
0.62 0.7324 0.3292
0.63 0.7357 0.3271
0.64 0.7389 0.3251
0.65 0.7422 0.3230
0.66 0.7454 0.3209
0.67 0.7486 0.3187
0.68 0.7517 0.3166
0.69 0.7549 0.3144
0.70 0.7580 0.3123
0.71 0.7611 0.3101
0.72 0.7642 0.3079
0.73 0.7673 0.3056
0.74 0.7704 0.3034
0.75 0.7734 0.3011
0.76 0.7764 0.2989
0.77 0.7794 0.2966
0.78 0.7823 0.2943
0.79 0.7852 0.2920
0.80 0.7881 0.2897
0.81 0.7910 0.2874
0.82 0.7939 0.2850
0.83 0.7967 0.2827
0.84 0.7995 0.2803
0.85 0.8023 0.2780
0.86 0.8051 0.2756
0.87 0.8078 0.2732
0.88 0.8106 0.2709
0.89 0.8133 0.2685
0.90 0.8159 0.2661
0.91 0.8186 0.2637
0.92 0.8212 0.2613
0.93 0.8238 0.2589
0.94 0.8264 0.2565
0.95 0.8289 0.2541
0.96 0.8315 0.2516
0.97 0.8340 0.2492
0.98 0.8365 0.2468
0.99 0.8389 0.2444
1.00 0.8413 0.2420
1.01 0.8438 0.2396
1.02 0.8461 0.2371
1.03 0.8485 0.2347
1.04 0.8508 0.2323
1.05 0.8531 0.2299
1.06 0.8554 0.2275
1.07 0.8577 0.2251
1.08 0.8599 0.2227
1.09 0.8621 0.2203
1.10 0.8643 0.2179
1.11 0.8665 0.2155
1.12 0.8686 0.2131
1.13 0.8708 0.2107
1.14 0.8729 0.2083
1.15 0.8749 0.2059
1.16 0.8770 0.2036
1.17 0.8790 0.2012
1.18 0.8810 0.1989
1.19 0.8830 0.1965
1.20 0.8849 0.1942
1.21 0.8869 0.1919
1.22 0.8888 0.1895
1.23 0.8907 0.1872
1.24 0.8925 0.1849
1.25 0.8944 0.1826
1.26 0.8962 0.1804
1.27 0.8980 0.1781
1.28 0.8997 0.1758
1.29 0.9015 0.1736
1.30 0.9032 0.1714
1.31 0.9049 0.1691
1.32 0.9066 0.1669
1.33 0.9082 0.1647
1.34 0.9099 0.1626
1.35 0.9115 0.1604
1.36 0.9131 0.1582
1.37 0.9147 0.1561
1.38 0.9162 0.1539
1.39 0.9177 0.1518
1.40 0.9192 0.1497
1.41 0.9207 0.1476
1.42 0.9222 0.1456
1.43 0.9236 0.1435
1.44 0.9251 0.1415
1.45 0.9265 0.1394
1.46 0.9279 0.1374
1.47 0.9292 0.1354
1.48 0.9306 0.1334
1.49 0.9319 0.1315
1.50 0.9332 0.1295
1.51 0.9345 0.1276
1.52 0.9357 0.1257
1.53 0.9370 0.1238
1.54 0.9382 0.1219
1.55 0.9394 0.1200
1.56 0.9406 0.1182
1.57 0.9418 0.1163
1.58 0.9429 0.1145
1.59 0.9441 0.1127
1.60 0.9452 0.1109
1.61 0.9463 0.1092
1.62 0.9474 0.1074
1.63 0.9484 0.1057
1.64 0.9495 0.1040
1.65 0.9505 0.1023
1.66 0.9515 0.1006
1.67 0.9525 0.0989
1.68 0.9535 0.0973
1.69 0.9545 0.0957
1.70 0.9554 0.0940
1.71 0.9564 0.0925
1.72 0.9573 0.0909
1.73 0.9582 0.0893
1.74 0.9591 0.0878
1.75 0.9599 0.0863
1.76 0.9608 0.0848
1.77 0.9616 0.0833
1.78 0.9625 0.0818
1.79 0.9633 0.0804
1.80 0.9641 0.0790
1.81 0.9649 0.0775
1.82 0.9656 0.0761
1.83 0.9664 0.0748
1.84 0.9671 0.0734
1.85 0.9678 0.0721
1.86 0.9686 0.0707
1.87 0.9693 0.0694
1.88 0.9699 0.0681
1.89 0.9706 0.0669
1.90 0.9713 0.0656
1.91 0.9719 0.0644
1.92 0.9726 0.0632
1.93 0.9732 0.0620
1.94 0.9738 0.0608
1.95 0.9744 0.0596
1.96 0.9750 0.0584
1.97 0.9756 0.0573
1.98 0.9761 0.0562
1.99 0.9767 0.0551
2.00 0.9772 0.0540
2.01 0.9778 0.0529
2.02 0.9783 0.0519
2.03 0.9788 0.0508
2.04 0.9793 0.0498
2.05 0.9798 0.0488
2.06 0.9803 0.0478
2.07 0.9808 0.0468
2.08 0.9812 0.0459
2.09 0.9817 0.0449
2.10 0.9821 0.0440
2.11 0.9826 0.0431
2.12 0.9830 0.0422
2.13 0.9834 0.0413
2.14 0.9838 0.0404
2.15 0.9842 0.0396
2.16 0.9846 0.0387
2.17 0.9850 0.0379
2.18 0.9854 0.0371
2.19 0.9857 0.0363
2.20 0.9861 0.0355
2.21 0.9864 0.0347
2.22 0.9868 0.0339
2.23 0.9871 0.0332
2.24 0.9875 0.0325
2.25 0.9878 0.0317
2.26 0.9881 0.0310
2.27 0.9884 0.0303
2.28 0.9887 0.0297
2.29 0.9890 0.0290
2.30 0.9893 0.0283
2.31 0.9896 0.0277
2.32 0.9898 0.0270
2.33 0.9901 0.0264
2.34 0.9904 0.0258
2.35 0.9906 0.0252
2.36 0.9909 0.0246
2.37 0.9911 0.0241
2.38 0.9913 0.0235
2.39 0.9916 0.0229
2.40 0.9918 0.0224
2.41 0.9920 0.0219
2.42 0.9922 0.0213
2.43 0.9925 0.0208
2.44 0.9927 0.0203
2.45 0.9929 0.0198
2.46 0.9931 0.0194
2.47 0.9932 0.0189
2.48 0.9934 0.0184
2.49 0.9936 0.0180
2.50 0.9938 0.0175
2.51 0.9940 0.0171
2.52 0.9941 0.0167
2.53 0.9943 0.0163
2.54 0.9945 0.0158
2.55 0.9946 0.0154
2.56 0.9948 0.0151
2.57 0.9949 0.0147
2.58 0.9951 0.0143
2.59 0.9952 0.0139
2.60 0.9953 0.0136
2.61 0.9955 0.0132
2.62 0.9956 0.0129
2.63 0.9957 0.0126
2.64 0.9959 0.0122
2.65 0.9960 0.0119
2.66 0.9961 0.0116
2.67 0.9962 0.0113
2.68 0.9963 0.0110
2.69 0.9964 0.0107
2.70 0.9965 0.0104
2.71 0.9966 0.0101
2.72 0.9967 0.0099
2.73 0.9968 0.0096
2.74 0.9969 0.0093
2.75 0.9970 0.0091
2.76 0.9971 0.0088
2.77 0.9972 0.0086
2.78 0.9973 0.0084
2.79 0.9974 0.0081
2.80 0.9974 0.0079
2.81 0.9975 0.0077
2.82 0.9976 0.0075
2.83 0.9977 0.0073
2.84 0.9977 0.0071
2.85 0.9978 0.0069
2.86 0.9979 0.0067
2.87 0.9979 0.0065
2.88 0.9980 0.0063
2.89 0.9981 0.0061
2.90 0.9981 0.0060
2.91 0.9982 0.0058
2.92 0.9982 0.0056
2.93 0.9983 0.0055
2.94 0.9984 0.0053
2.95 0.9984 0.0051
2.96 0.9985 0.0050
2.97 0.9985 0.0048
2.98 0.9986 0.0047
2.99 0.9986 0.0046
3.00 0.9987 0.0044
3.01 0.9987 0.0043
3.02 0.9987 0.0042
3.03 0.9988 0.0040
3.04 0.9988 0.0039
3.05 0.9989 0.0038
3.06 0.9989 0.0037
3.07 0.9989 0.0036
3.08 0.9990 0.0035
3.09 0.9990 0.0034
3.10 0.9990 0.0033
3.11 0.9991 0.0032
3.12 0.9991 0.0031
3.13 0.9991 0.0030
3.14 0.9992 0.0029
3.15 0.9992 0.0028
3.16 0.9992 0.0027
3.17 0.9992 0.0026
3.18 0.9993 0.0025
3.19 0.9993 0.0025
3.20 0.9993 0.0024
3.21 0.9993 0.0023
3.22 0.9994 0.0022
3.23 0.9994 0.0022
3.24 0.9994 0.0021
3.25 0.9994 0.0020
3.26 0.9994 0.0020
3.27 0.9995 0.0019
3.28 0.9995 0.0018
3.29 0.9995 0.0018
3.30 0.9995 0.0017
3.31 0.9995 0.0017
3.32 0.9995 0.0016
3.33 0.9996 0.0016
3.34 0.9996 0.0015
3.35 0.9996 0.0015
3.36 0.9996 0.0014
3.37 0.9996 0.0014
3.38 0.9996 0.0013
3.39 0.9997 0.0013
3.40 0.9997 0.0012
3.41 0.9997 0.0012
3.42 0.9997 0.0012
3.43 0.9997 0.0011
3.44 0.9997 0.0011
3.45 0.9997 0.0010
3.46 0.9997 0.0010
3.47 0.9998 0.0010
3.48 0.9998 0.0009
3.49 0.9998 0.0009
3.50 0.9998 0.0009
3.51 0.9998 0.0008
3.52 0.9998 0.0008
3.53 0.9998 0.0008
3.54 0.9998 0.0008
3.55 0.9998 0.0007
3.56 0.9998 0.0007
3.57 0.9998 0.0007
3.58 0.9998 0.0007
3.59 0.9998 0.0006
3.60 0.9998 0.0006
3.61 0.9998 0.0006
3.62 0.9999 0.0006
3.63 0.9999 0.0005
3.64 0.9999 0.0005
3.65 0.9999 0.0005
3.66 0.9999 0.0005
3.67 0.9999 0.0005
3.68 0.9999 0.0005
3.69 0.9999 0.0004
3.70 0.9999 0.0004
3.71 0.9999 0.0004
3.72 0.9999 0.0004
3.73 0.9999 0.0004
3.74 0.9999 0.0004
3.75 0.9999 0.0004
3.76 0.9999 0.0003
3.77 0.9999 0.0003
3.78 0.9999 0.0003
3.79 0.9999 0.0003
3.80 0.9999 0.0003
3.81 0.9999 0.0003
3.82 0.9999 0.0003
3.83 0.9999 0.0003
3.84 0.9999 0.0003
3.85 0.9999 0.0002
3.86 0.9999 0.0002
3.87 0.9999 0.0002
3.88 0.9999 0.0002
3.89 0.9999 0.0002
3.90 1.0000 0.0002
3.91 1.0000 0.0002
3.92 1.0000 0.0002
3.93 1.0000 0.0002
3.94 1.0000 0.0002
3.95 1.0000 0.0002
3.96 1.0000 0.0002
3.97 1.0000 0.0002
3.98 1.0000 0.0001
3.99 1.0000 0.0001

 

Standard Normal Distribution Graph (above zero)

 

 

 

See also

PROBABILITY & STATISTICS

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