The normal cumulative distribution function is defined for all real numbers μ and for positive σ by the integral
The parameters μ and σ are optional parameters for mean and standard deviation, with the default values 0 and 1 defining the standard normal distribution
Note that the function
NormalDist can be evaluated as a function
of one variable (with default parameters (0, 1)) or as a function of one
variable and two parameters.
Evaluate Numerically
Graphs of the normal density functions are the familiar bell-shaped curves.
The following plots show the density functions
NormalDen
x;μ, σ
and distribution functions
NormalDist
x;μ, σ
for the parameters
μ, σ
=
0, 1
,
0, 5
,
0,.5
,
1, 1
.