Normal distribution
Compute P(Xa) Compute P(Xa) Compute P(aXb) Find x when P(Xx)=c Plot a normal distribution

Compute P(Xa) 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 XN(5,32). Suppose you want to compute P(X4).

  1. Press Menu Icon, select Probability > Distributions > Normal CDF, choose a huge negative value for lower (like 1010), and upper: 4 (here μ=5 and σ=3).

    Normal CDF Lower Screenshot

  2. Press Enter Icon.

    The result should be 0.369 (rounded).

Compute P(Xa) with normal CDF function

Consider a random variable XN(5,32). Suppose you want to compute P(X4).

  1. Press Menu Icon, select Probability > Distributions > Normal CDF, choose a huge positive value for upper (like 1010), and lower: 4 (here μ=5 and σ=3).

    Normal CDF Upper Screenshot

  2. Press Enter Icon.

    The result should be 0.631 (rounded).

Compute P(aXb) with normal CDF function

Consider a random variable XN(5,32). Suppose you want to compute P(2X6).

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

    Normal CDF Between Screenshot

  2. Press Enter Icon.

    The result should be 0.621 (rounded).

Find x when P(Xx)=c with inverse normal function

Consider a random variable XN(5,32). Suppose you want to know for what x we have P(Xx)=0.3.

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

    Inverse Normal Screenshot

  2. Press Enter Icon.

    The result should be x=3.43 (rounded).

Plot a normal distribution

Consider a random variable XN(5,32).

  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