The Normal Distribution

This script computes and graphically displayed the probability that a normal random variable with arbitrary mean and standard deviation falls within a specified interval.

  • Mean:
  • StandardDeviation:

    You may enter the next two values in terms of the mean (Mu) and standard deviation (Sigma); and also the values Infinity and -Infinity.

  • left endpoint, z1:
  • right endpoint, z2:
The probablity that a random variable with this distribution falls in the requested range is .
This probablity is also the area of the shaded region in the graph below.

Ken Levasseur
Mathematical Sciences
UMass Lowell
Kenneth_Levasseur@uml.edu
Ken's WebMathematica Scripts