Normal Distribution

The normal distribution has the familiar bell-shaped curve as its density function, coming from

where μ is the mean and σ is the standard deviation of the distribution.

Shows how the standard deviation parameter of a normal density plot increases as the spread increases

normalCumulative(x, mu, sigma)

This function computes the cumulative probability, Pr(X ≤ x), where X is a normally distributed random variable whose mean is mu and standard deviation is sigma.

normalDensity(x, mu, sigma)

This function calculates the derivative of Pr(X ≤ x). It produces the normal curve with a mean mu and standard deviation sigma.

normalQuantile(c, mu, sigma)

The normal quantile function computes the value x, such that Pr(X ≤ x) = c.