Download Normal Distribution Formulas - VT Scholar

Normal Distribution Formulas
Let X be a normally distributed random variable with mean , and standard deviation .
The probability density function (PDF) of X is
1  x 
2
 

1
PDF  f x  
e 2  
 2
The cumulative distribution function (CDF) of X (or of f) is
x
CDF  F ( x)   f(u)du

The expected value or expectation of X (or of f) is

E( X )   xf ( x)dx  

The variance of X (or of f) is

2

x    f ( x)dx   2

Var( X )  
Golde I. Holtzman, Department of Statistics, College of Arts and Sciences, Virginia Tech (VPI)
Last updated: May 27, 2002 © Golde I. Holtzman, all rights reserved.
URL: http://courseware.vt.edu/users/holtzman/common/Prob/normal_formulas.pdf