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Normal Distribution — Z-Scores & Probabilities

Enter the mean and standard deviation of your normal distribution, pick the probability you want, and the calculator returns the z-score(s) and the probability — the same steps the FE expects you to do with a standard normal table.

z = (x − μ)/σ

zstandard score: standard deviations from the mean
μpopulation mean
σpopulation standard deviation (must be positive)
Φ(z) = P(Z < z)standard normal cumulative probability, computed here via the error function

P(X > x) = 1 − Φ(z);   P(a < X < b) = Φ(zb) − Φ(za).

For study and checking only. These calculators run entirely in your browser — nothing is sent anywhere. They are meant to verify your hand calculations while you study; on the exam you will work by hand with the NCEES reference handbook.