Statistics & Probability
Normal CDF
Cumulative normal probability up to x.
Formula
Formula
Φ(x−μσ)
Variables
| Symbol | Definition | Type & range | Units | Role |
|---|---|---|---|---|
| x | value | real number (ℝ) | — | input |
| μ | mean | computed result | — | result |
| σ | std deviation | computed result | — | result |
Try it yourself
Interactive calculator
Worked examples
Example 1
Givenx = 1.96, mean μ = 0, std σ = 1
Result0.9750021739
Example 2
Givenx = 0, mean μ = 0, std σ = 1
Result0.5