Normal Distribution Calculator

Find the probability density and cumulative probability for a normal value.

Optional. Leave blank for a single-value calculation.
P(X ≤ x)
P(X ≥ x)
P(x ≤ X ≤ x₂)
Z-score
Probability density

Results update as you type.

About this calculator

The normal (Gaussian) distribution is the classic bell curve. Given a value x, a mean μ and a standard deviation σ, this calculator returns the probability density at x, the cumulative probability P(X ≤ x) (the area to the left), the right-tail probability P(X ≥ x) and the equivalent z-score. The cumulative values use an accurate error-function approximation of the standard-normal integral.

Frequently asked questions

What is the difference between the pdf and the cdf?

The probability density (pdf) is the height of the bell curve at x; it is not a probability by itself. The cumulative distribution (cdf) is the area under the curve up to x, which gives the probability of a value at or below x.

Why is the probability of an exact value zero?

For a continuous distribution like the normal, any single exact point has zero probability — only ranges have non-zero probability. That is why we report the density at x and the cumulative area rather than P(X = x).

Results are estimates for general guidance only, not financial, medical or tax advice.