Normal Distribution Calculator

The centre of the bell curve — where the peak sits. Half of all values fall below the mean and half above.

Use 0 together with σ = 1 for the standard normal distribution.

Controls how spread out the values are: about 68% of them fall within one standard deviation of the mean.

A larger σ makes the bell curve wider and flatter.

The point on the distribution you want probabilities for. The tool converts it to a z-score and reports the probability of falling below or above it, plus the density at x.

The cumulative probability to invert, as a decimal between 0 and 1. The tool returns the value x such that a share p of the distribution lies below it.

Example: 0.975 gives x = 1.96 on the standard normal curve.