The Javascript Program Calculates the Probability for a Cumulative Normal Distribution:

This program calculates the probability for a cumulative normal distribution function for a given x-value, mean, and standard deviation. The top three yellow cells must have values in it, while the result is displayed in the green cell.

Fill in the fields

The x-value x
The mean m
The standard deviation s
The probability that x lays between negative infinity, and x

The number of sampling points for estimating the integral of the normal probability density function:

Using the Program

The user can define how many points to use in estimating the integral of the normal probability distribution. The default value is 50, which is a good trade off between speed and accuracy.

The following arithmetic operations can be inserted into any of the cells

  • Addition is +
  • Subtraction is -
  • Multiplication is *
  • Division is /
  • For example, entering 1000-10*10 into the amount of the loan results in 900.

The program calculates the probability of x for a given mean and standard deviation. The probability is shown as the red region in the graph:

The cumulative normal density function

The calculation is:

The Cumulative Normal Distribution