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How to Calculate Normal Distribution

What is Normal Distribution?

The normal distribution (bell curve) is the most common probability distribution in statistics. It's defined by mean μ and standard deviation σ, describing many natural phenomena.

Formula

f(x) = (1 / (σ√(2π))) × e^(-(x-μ)²/(2σ²))

Step-by-Step Guide

  1. 1Enter mean μ, standard deviation σ, and value x
  2. 2Calculate the z-score: (x - μ) / σ
  3. 3Look up cumulative probability or use the formula

Worked Examples

Input
μ = 100, σ = 15, x = 115
Result
z = 1, P(Z ≤ 1) ≈ 0.841
Standard normal lookup

Common Mistakes to Avoid

  • Confusing z-score with probability
  • Using population vs sample standard deviation

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