Normal distribution
Normal distribution: use observation, mean, standard deviation. Review the formula, worked example and calculation steps.
Inputs
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Formula & explanation
z=(x−μ)/σ; CDF Φ(z); density exp(−z²/2)/(σ√(2π))
Variables & units
- Observation
- Numeric value · minimum -1000000000000, maximum 1000000000000
- Mean
- Numeric value · minimum -1000000000000, maximum 1000000000000
- Standard deviation
- Numeric value · minimum 0.000001, maximum 1000000000000
- Quantity
- Select an option
Worked example
At its mean, a normal distribution has CDF 0.5.
Assumptions
Normal model with supplied parameters; a density value is not a point probability. CDF approximation error is about 1.5×10⁻⁷ or less.
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Practice with an example
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