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

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