Normal Distribution / Z-Score

PDF, CDF, inverse CDF and Z-score for a normal distribution.

1
Z-score
0.241971
PDF
0.841345
CDF (P(X ≤ x))
0.158655
1 − CDF

Inverse CDF

1.6449
x where P(X ≤ x) = p

About this tool

Compute the probability density, cumulative distribution and inverse CDF for any normal distribution, and convert raw values to Z-scores (standardised units).

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