

In the second mode the inverse CDF of the standard normal distribution is used to compute a standardized score (Z score) corresponding to the selected level of statistical significance, a.k.a. 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.
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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.
