# Explanation of some terms in Normal(Gaussian) Distribution

1. Oct 7, 2012

### Ein Krieger

Hello,

I need your help in clarifying some points from Normal Distribution Theorem:

What does this expression exactly says:

P(Z<=z) ?

Z is random variable?

z is deviation?

2. Oct 7, 2012

### Mute

$P(Z \leq z)$ is the probability that the random variable, denoted capital $Z$, is less than or equal to some specific value, lowercase $z$. The lowercase $z$ is a variable, so that this is in fact a function

$$\Phi(z) = P(Z \leq z),$$
called the "cumulative density function.