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
- Z
- 1.96
- P(Z > z), the right tail
- 0.024998
- P(−1.96 < Z < 1.96)
- 0.950004
- Two-tailed: P(|Z| > 1.96)
- 0.049996
- Percentile
- 97.50%
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- Two lines of HTML, unlimited views
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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))
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
| z | P(Z ≤ z) | P(Z > z) | P(|Z| > z), two-tailed |
|---|---|---|---|
| 0 | 0.5000 | 0.5000 | 1.0000 |
| 0.5 | 0.6915 | 0.3085 | 0.6171 |
| 1 | 0.8413 | 0.1587 | 0.3173 |
| 1.28 | 0.8997 | 0.1003 | 0.2005 |
| 1.5 | 0.9332 | 0.0668 | 0.1336 |
| 1.645 | 0.9500 | 0.0500 | 0.1000 |
| 1.96 | 0.9750 | 0.0250 | 0.0500 |
| 2 | 0.9772 | 0.0228 | 0.0455 |
| 2.326 | 0.9900 | 0.0100 | 0.0200 |
| 2.576 | 0.9950 | 0.0050 | 0.0100 |
| 3 | 0.9987 | 0.0013 | 0.0027 |
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.
- 1 − Φ(2) = 1 − 0.9772 = 0.0228, about 2.3%. Beyond ±2 in both directions it is 4.6%, the '95% within two standard deviations' of the empirical rule read from the other side.
- For a central 95% band, ±1.96; for 99%, ±2.576; for 90%, ±1.645. For a single tail — 95% below — z = 1.645, and 99% below is 2.326. Enter those z values here to see the areas come out.
- By the Abramowitz & Stegun 26.2.17 polynomial: a rational function of |z| multiplied by the normal density, accurate to 7.5 × 10⁻⁸. Statistical software uses more precise routines, but for anything a table would answer this is exact to every shown digit.
- Subtract the smaller Φ from the larger. Between z = −1 and z = 2: 0.9772 − 0.1587 = 0.8185, about 82% of a normal distribution.
- For a two-tailed test, read the two-tailed line: z = 2.1 gives P(|Z| > 2.1) ≈ 0.0357, significant at the 5% level but not at 1%. For a one-tailed test, use the right tail.