Area of a Normal Distribution
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To find for a normally distributed random variable with mean and standard deviation we standardize values from the distribution using so that where is a standard normal random variable. Such probabilities are represented as areas to the left of or under a corresponding density curve. This Demonstration provides a visualization of the relationship between a normal distribution and the standard normal distribution . Specifically, the area to the left of the value in a distribution corresponds to an area to the left of the value's –score in a standard normal distribution. Likewise, the areas to the right of and correspond to .
Contributed by: Eric Schulz (April 2007)
Open content licensed under CC BY-NC-SA
"Area of a Normal Distribution"
Wolfram Demonstrations Project
Published: April 27 2007