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    Normal Distribution

    Statistical properties

    mean | μ
mode | μ
standard deviation | σ
variance | σ^2
skewness | 0

    Probability density function (PDF)

    e^(-(x - μ)^2/(2 σ^2))/(sqrt(2 π) σ)

    Plots of PDF for typical parameters

    Plots of PDF for typical parameters

    Cumulative distribution function (CDF)

    P (X<=x) = 1/2 erfc((μ - x)/(sqrt(2) σ))

    Plots of CDF for typical parameters

    Plots of CDF for typical parameters

    Percentiles

    10th | μ - 1.28155 σ
25th | μ - 0.67449 σ
50th | μ
75th | μ + 0.67449 σ
90th | μ + 1.28155 σ

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