Gaussian Probability Calculator
Standard Deviation =
Gaussian Approximation =
Calculates an excellent approximation (within 0.27%) for the probability of a random variable X that has a Gaussian Probability Density Function.
This template will accept and invert values of X less than the mean, or X less than zero in the case of standardized values.
It will also standardize the Random Variable if Ax and Px are given.
For pre-standardized values of X use:
- Fx: Gaussian Approximation
- x: Variable
- Ax: Mean
- Px: Standard Deviation
StandardX = (x-Ax)/Px
Fx =1 - ( 1 / (.661 * StandardX + .339 * sqrt(StandardX² + 5.51)) * exp(-StandardX² / 2)/sqrt(2 * pi))