Probability Calculation:
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This calculator compares probabilities between normal distributions with different parameters and the standard normal distribution (μ=0, σ=1). It transforms any normal distribution to the standard normal scale using z-scores.
The calculator uses the formula:
Where:
Explanation: The formula converts any normal distribution to the standard normal distribution by calculating the z-score, then finds the probability using the standard normal CDF.
Details: This calculation is fundamental in statistics for hypothesis testing, confidence intervals, and understanding how extreme a particular value is within a distribution.
Tips: Enter your value (x), the mean (μ) and standard deviation (σ) of your normal distribution. The calculator will show the equivalent z-score and probability.
Q1: What is a z-score?
A: A z-score measures how many standard deviations an observation is from the mean. Positive z-scores are above the mean, negative are below.
Q2: Why use the standard normal distribution?
A: The standard normal (μ=0, σ=1) provides a common reference frame and its probabilities are well-tabulated, making calculations easier.
Q3: What does the probability represent?
A: The probability P(X < x) represents the area under the normal curve to the left of your x value.
Q4: Can I use this for non-normal distributions?
A: No, this calculation is specifically for normal distributions. Other distributions require different methods.
Q5: How accurate is the probability calculation?
A: The calculator uses a precise approximation of the standard normal CDF, accurate to at least 4 decimal places.