Normal Distribution Probability Calculator & Inverse Normal Calculator – normcdf & invnorm

Normal Distribution Probability Calculator (Normcdf)

The normal distribution cdf probability calculator below calculates the probability of P(a<X<b) in a normal distribution X~N(μ, σ), given the lower limit (a), upper limit (b), mean (μ) and standard deviation (σ).

Note:

• if you are finding P(X< a), then your lower limit should be -E99 (click on the radio button beside -E99 and -E99 will be input as lower limit). a should be your upper limit.
• if you are finding P(X>b), then your upper limit should be E99 (click on the radio button beside E99, and E99 will be input as the upper limit). Your lower limit will be b.
• if you are finding P(a<X<b), then a is the lower limit, and b is the upper limit.
• if you have variance instead of standard deviation (σ) of the normal distribution, then square root variance to find σ. i.e. σ = √(variance)

Normcdf() calculator

Lower Limit

-E99

Upper Limit

E99

Mean (μ):

Standard Deviation (σ):

Calculate

Inverse Normal Calculator: invnorm()

The inverse normal calculator below calculates the value of a given P(X<a) or P(X>a) for a normal distribution of X~N(μ, σ).

In the calculator below:

• Select left tail if you are finding a, where P(X<a).
• Select right tail if you are finding a, where P(X>a).
• if you have variance instead of standard deviation (σ) of the normal distribution, then square root variance to find σ. i.e. σ = √(variance)

InvNorm() Calculator

Probability (P):

Mean (μ):

Standard Deviation (σ):

Select Tail:
Left Tail (P(X < a))
Right Tail (P(X > a))

Calculate