Probability Calculator Normal Distribution

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Normal Distribution Probability Calculator





Result:

// erf function (approximation from Abramowitz and Stegun) function erf(x) { // constants var a1 = 0.254829592; var a2 = -0.284496736; var a3 = 1.421413741; var a4 = -1.453152027; var a5 = 1.061405429; var p = 0.3275911; // Save the sign of x var sign = 1; if (x < 0) { sign = -1; x = -x; } // A&S formula 7.1.26 var t = 1.0 / (1.0 + p * x); var y = 1.0 – (((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-x * x)); return sign * y; } // Standard Normal CDF (Cumulative Distribution Function) function normalCDF(x, mean, stdDev) { if (stdDev <= 0) { return NaN; // Indicate an error or invalid input } var z = (x – mean) / stdDev; return 0.5 * (1 + erf(z / Math.sqrt(2))); } function toggleXInputs() { var probBetween = document.getElementById('probBetween'); var singleXInput = document.getElementById('singleXInput'); var rangeXInputs = document.getElementById('rangeXInputs'); if (probBetween.checked) { singleXInput.style.display = 'none'; rangeXInputs.style.display = 'flex'; /* Use flex for better alignment */ } else { singleXInput.style.display = 'flex'; /* Use flex for better alignment */ rangeXInputs.style.display = 'none'; } } function calculateProbability() { var mean = parseFloat(document.getElementById('meanValue').value); var stdDev = parseFloat(document.getElementById('stdDevValue').value); var resultDiv = document.getElementById('probabilityResult'); // Input validation if (isNaN(mean) || isNaN(stdDev)) { resultDiv.innerHTML = 'Please enter valid numbers for Mean and Standard Deviation.'; return; } if (stdDev = x2) { resultDiv.innerHTML = 'X1 Value must be less than X2 Value for "Between" calculation.'; return; } probability = normalCDF(x2, mean, stdDev) – normalCDF(x1, mean, stdDev); } if (isNaN(probability)) { resultDiv.innerHTML = 'An error occurred during calculation. Please check your inputs.'; return; } resultDiv.innerHTML = 'The probability is: ' + (probability * 100).toFixed(4) + '%'; } // Initialize the correct input display on page load window.onload = function() { toggleXInputs(); };

Understanding the Normal Distribution Probability Calculator

The Normal Distribution, often referred to as the "bell curve" or Gaussian distribution, is a fundamental concept in statistics and probability theory. It describes how the values of a variable are distributed, with most values clustering around a central mean and tapering off symmetrically as they move away from the mean.

Key Concepts of Normal Distribution

  • Mean (μ): This is the central tendency of the distribution, representing the average value of the data. The peak of the bell curve is located at the mean.
  • Standard Deviation (σ): This measures the spread or dispersion of the data points around the mean. A smaller standard deviation indicates that data points are clustered closely around the mean, resulting in a tall, narrow curve. A larger standard deviation means data points are more spread out, leading to a flatter, wider curve.
  • Z-score: A Z-score (or standard score) measures how many standard deviations an element is from the mean. It's calculated as Z = (X - μ) / σ. A positive Z-score indicates the value is above the mean, while a negative Z-score indicates it's below the mean.
  • Probability: In the context of a normal distribution, probability refers to the likelihood that a random variable X falls within a certain range of values. This is represented by the area under the curve.

How to Use This Calculator

This calculator allows you to determine probabilities for a given normal distribution. Follow these steps:

  1. Enter Mean (μ): Input the average value of your dataset.
  2. Enter Standard Deviation (σ): Input the measure of spread for your dataset. Remember, the standard deviation must be a positive value.
  3. Choose Probability Type:
    • P(X < x): Select this to find the probability that a random variable X is less than a specific value 'x'.
    • P(X > x): Select this to find the probability that a random variable X is greater than a specific value 'x'.
    • P(x1 < X < x2): Select this to find the probability that X falls between two specific values, 'x1' and 'x2'.
  4. Enter X Value(s): Depending on your chosen probability type, enter either a single 'X Value' or both 'X1 Value' and 'X2 Value'. Ensure X1 is less than X2 for the "between" calculation.
  5. Click "Calculate Probability": The calculator will then display the probability as a percentage.

Examples

Example 1: Probability Less Than (P(X < x))

Imagine IQ scores are normally distributed with a Mean (μ) of 100 and a Standard Deviation (σ) of 15. What is the probability that a randomly selected person has an IQ score less than 115?

  • Mean (μ): 100
  • Standard Deviation (σ): 15
  • Probability Type: P(X < x)
  • X Value: 115
  • Result: Approximately 84.13%

Example 2: Probability Greater Than (P(X > x))

The lifespan of a certain brand of light bulb is normally distributed with a Mean (μ) of 5000 hours and a Standard Deviation (σ) of 500 hours. What is the probability that a randomly chosen light bulb will last longer than 6000 hours?

  • Mean (μ): 5000
  • Standard Deviation (σ): 500
  • Probability Type: P(X > x)
  • X Value: 6000
  • Result: Approximately 2.28%

Example 3: Probability Between Two Values (P(x1 < X < x2))

The heights of adult males in a certain population are normally distributed with a Mean (μ) of 175 cm and a Standard Deviation (σ) of 7 cm. What is the probability that a randomly selected adult male's height is between 168 cm and 182 cm?

  • Mean (μ): 175
  • Standard Deviation (σ): 7
  • Probability Type: P(x1 < X < x2)
  • X1 Value: 168
  • X2 Value: 182
  • Result: Approximately 68.27%

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