1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Normal distribution curve area?

  1. Nov 5, 2015 #1
    Is there a relatively simple algorithm to compute the area in percentage under the curve as represented by a sigma value?
    For example;
    3 sigma = 99.7
    2 sigma = 95
    1 sigma = 68.3
    Now suppose I wanted to know 2.5 sigma without a table.
  2. jcsd
  3. Nov 5, 2015 #2
    Wolfram Alpha, MMA, Matlab, and other programs are pretty good at definite integrals.
  4. Nov 5, 2015 #3


    User Avatar
    Science Advisor

    No, there isn't. The standard normal distribution probability that "z< a" is [itex]\frac{1}{\sqrt{2\pi}}\int_{-\inf}^a e^{-\frac{x^2}{2}} dx[/itex]. That cannot be integrated in terms of elementary functions so either do a numerical integration or use a table (which was developed by numerical integrations).
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook