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Normal Distribution Calculator (Z-Table, CDF and Two-Tailed Probability)

The probability below, above, between and beyond a z-score on the standard normal curve — a z-table without the table.

Inputs

P(Z ≤ z)
0.975002

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What each Normal Distribution input means

Z-score
A z-score — any number, negative for below the mean. To use a raw value, convert it first with z = (x − μ) ÷ σ, or use the z-score calculator.

Normal Distribution formula

P(Z ≤ z) = Φ(z), the area under the standard normal curve to the left of z · P(Z > z) = 1 − Φ(z) · P(−z < Z < z) = Φ(z) − Φ(−z) · two-tailed P(|Z| > z) = 2 × (1 − Φ(z))

Φ(z)=∫−∞z12πe−t2/2 dt\Phi(z) = \int_{-\infty}^{z} \frac{1}{\sqrt{2\pi}} e^{-t^{2}/2}\, dt

The standard normal distribution is the bell curve with mean 0 and standard deviation 1, and its cumulative distribution function Φ(z) is the area under it to the left of z — the probability that a standard normal value is at most z, which is what a z-table lists. There is no closed formula for that area, so the page uses the Abramowitz & Stegun polynomial approximation, accurate to seven decimal places, well beyond any printed table. From the left-tail area everything else follows: the right tail is 1 − Φ(z), the central band between −z and z is Φ(z) − Φ(−z), and the two-tailed probability of being further out than ±z is what remains. Those are the numbers behind hypothesis tests: a two-tailed 5% test rejects at |z| > 1.96 because the area beyond ±1.96 is 0.05.

Normal Distribution worked example

z = 1.96: Φ(1.96) = 0.975, so 97.5% of standard normal values are below 1.96 and 2.5% are above. Between −1.96 and +1.96 lies 0.975 − 0.025 = 0.95, which is why ±1.96 standard errors is a 95% confidence interval and why a two-tailed test at the 5% level uses 1.96 as its cut-off. For z = 1, Φ = 0.8413, and the central band is 0.6827 — the 68% of the empirical rule.

More Normal Distribution examples

z = −1.5: Φ(−1.5) = 0.066807, so about 6.7% of a normal distribution lies more than 1.5 standard deviations below the mean, and 86.6% lies within ±1.5.

z = 2.576: Φ = 0.995002, leaving 0.5% in each tail — which is why ±2.576 bounds a 99% confidence interval.

Where the Normal Distribution calculator can give the wrong answer

  • This is the standard normal only. For a value from a normal distribution with mean μ and SD σ, convert to z = (x − μ) ÷ σ first — the z-score calculator does that — and then read the probability here.
  • The approximation's error is under 7.5 × 10⁻⁸, so the six decimals shown are reliable; far in the tails (|z| > 6) the true probabilities are so small that the last digits are meaningless anyway.
  • The area is a probability for a continuous variable, so P(Z = z) is zero and 'at most z' and 'less than z' are the same number.
  • The two-tailed line is for symmetric tests. A one-tailed test at 5% uses z = 1.645, not 1.96; the right-tail line gives that directly.
  • Data that are not normal — skewed, bounded, discrete — do not follow these probabilities even after standardising.

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Normal Distribution reference table

Standard normal probabilities for common z-values
zP(Z ≤ z)P(Z > z)P(|Z| > z), two-tailed
00.50000.50001.0000
0.50.69150.30850.6171
10.84130.15870.3173
1.280.89970.10030.2005
1.50.93320.06680.1336
1.6450.95000.05000.1000
1.960.97500.02500.0500
20.97720.02280.0455
2.3260.99000.01000.0200
2.5760.99500.00500.0100
30.99870.00130.0027
Source: The standard normal distribution, Φ(z), to four decimal places

Normal Distribution FAQ

A z-table lists Φ(z), the area to the left of z, for z in steps of 0.01. Enter any z here and the page gives that area to six decimals, plus the right tail, the central band and the two-tailed probability, which tables make you work out by hand.