With μ = 0 and σ = 1 the tool serves as a standard normal distribution calculator and the raw score entered is equal to a Z score. The output also includes the computed Z score. The calculations in this mode are carried out using the cumulative distribution function of the normal distribution with the specified mean μ (mu) and standard deviation σ (sigma).
It can also be used to determine the significance threshold corresponding to a given critical region specified by one or two standard scores. For example, one may want to compute a p-value as part of a test of statistical significance. The first is useful in calculating the probability corresponding to the area under a normal curve below or above a given normal score (raw score). This calculator has three modes of operation: as a normal CDF calculator, as a probability to Z score calculator, and as an inverse normal distribution calculator. How to use the normal distribution calculator Why is the standard normal distribution useful?.
Inverse distribution function (quantile function, IDF).How to use the normal distribution calculator.