Free Standard Normal Calculator

Calculate the probability density function value for the standard normal distribution (mean=0, SD=1) at a given z-value.

PDF phi(z)

0.05844094

PDF phi(-z)0.05844094
z-squared3.841600

PDF phi(z) vs Z-Value

Standard Normal Distribution

PDF Formula

phi(z) = (1 / sqrt(2*pi)) * e^(-z^2/2)

The standard normal distribution has mean 0 and standard deviation 1. It is the reference distribution for z-scores and hypothesis testing. The PDF is symmetric around z=0, meaning phi(z) = phi(-z). Common critical values: z = 1.645 (90%), 1.96 (95%), 2.576 (99%).

Example Calculation

Find the PDF value at z = 1.96 (the 95% critical value).

  1. 01phi(1.96) = (1 / sqrt(2*pi)) * e^(-1.96^2 / 2)
  2. 02= 0.39894 * e^(-1.9208)
  3. 03= 0.39894 * 0.14634
  4. 04= 0.05844

Frequently Asked Questions

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Understanding the Normal Distribution

Learn what the normal distribution is, why it matters in statistics, and how to use the bell curve for probability calculations, z-scores, and real-world data analysis.

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