Normal CDF Calculator & Guide
The equation to calculate the Normal Cumulative Distribution Function (CDF) by hand is crucial in statistics and probability. It helps us understand the probability that a random variable falls within a certain range.
How to Use This Calculator
- Enter the values for X, Mu (μ), and Sigma (σ) in the respective fields.
- Click the “Calculate” button.
- View the results below the calculator.
Formula & Methodology
The formula for the Normal CDF is:
Φ(x) = (1 + erf(x / √2)) / 2
Where erf(x) is the error function, defined as:
erf(x) = (2 / √π) * ∫[0, x] e^(-t^2) dt
Real-World Examples
Data & Statistics
| X | Mu (μ) | Sigma (σ) | Φ(X) |
|---|
Expert Tips
- Always ensure your inputs are valid numbers.
- Understand the units of your inputs and results.
- Use this calculator to check your manual calculations.
Interactive FAQ
What is the error function (erf)?
The error function, erf(x), is a special function that appears frequently in probability and statistics.
For more information, see the following authoritative sources: