Normal distribution
Compute \( P(X \leq a) \) Compute \( P(X \geq a) \) Compute \( P(a \leq X \leq b) \) Find \( x \) when \( P(X \leq x) = c \) Plot a normal distribution

Compute \( P(X \leq a) \) with normal CDF function

In the following subsections, we will only compute probabilities involving “≤”. However, since the normal distribution is continuous, you could replace all the “≤” by a “<”, and the result would be the same.

Consider a random variable \( X \sim N(5, 3^2) \). Suppose you want to compute \( P(X \leq 4) \).

  1. Press Menu Icon, select Probability > Distributions > Normal CDF, choose a huge negative value for lower (like \( -10^{10} \)), and upper: 4 (here \( \mu = 5 \) and \( \sigma = 3 \)).

    Normal CDF Lower Screenshot

  2. Press Enter Icon.

    The result should be \( 0.369 \) (rounded).

Compute \( P(X \geq a) \) with normal CDF function

Consider a random variable \( X \sim N(5, 3^2) \). Suppose you want to compute \( P(X \geq 4) \).

  1. Press Menu Icon, select Probability > Distributions > Normal CDF, choose a huge positive value for upper (like \( 10^{10} \)), and lower: 4 (here \( \mu = 5 \) and \( \sigma = 3 \)).

    Normal CDF Upper Screenshot

  2. Press Enter Icon.

    The result should be \( 0.631 \) (rounded).

Compute \( P(a \leq X \leq b) \) with normal CDF function

Consider a random variable \( X \sim N(5, 3^2) \). Suppose you want to compute \( P(-2 \leq X \leq 6) \).

  1. Press Menu Icon, select Probability > Distributions > Normal CDF, choose upper: 6, and lower: -2 (here \( \mu = 5 \) and \( \sigma = 3 \)).

    Normal CDF Between Screenshot

  2. Press Enter Icon.

    The result should be \( 0.621 \) (rounded).

Find \( x \) when \( P(X \leq x) = c \) with inverse normal function

Consider a random variable \( X \sim N(5, 3^2) \). Suppose you want to know for what \( x \) we have \( P(X \leq x) = 0.3 \).

  1. Press Menu Icon, select Probability > Distributions > Inverse Normal, choose Area: 0.3 (here \( \mu = 5 \) and \( \sigma = 3 \)).

    Inverse Normal Screenshot

  2. Press Enter Icon.

    The result should be \( x = 3.43 \) (rounded).

Plot a normal distribution

Consider a random variable \( X \sim N(5, 3^2) \).

  1. Create a new document and select Add Graphs.
  2. Enter f1(x)=normPdf(x,5,3). Press Enter Icon.
  3. Choose an appropriate window. Here, we chose the following:

    Create Graph Screenshot

  4. The graph should look like this:

    Create Graph Screenshot