Normal interval probability
Find probability between two bounds under a normal model.
How this works
Standardizes bounds and subtracts approximate standard-normal CDF values.
Example
Using the example inputs, interval probability is 0.6826894809.
- Mean
- 0
- Standard deviation
- 1
- Lower bound
- -1
- Upper bound
- 1
- Interval probability
- 0.6826894809
Scope and assumptions
Numerical CDF approximation; absolute error is about 10⁻⁷. Extreme tails may round to zero.
NIST statistical methods handbook