Normal Distribution

Description

The figure below plots the density function of a normal distribution with the chosen mean and standard deviation values that is truncated at zero. The area under the curve represents the cumulative distribution function evaluated at the X level chosen.

Note: clicking on the plot switches between cumulative and tail distribution functions.

EXCEL functions

The following functions can be used in EXCEL to generate the (untruncated) normal distribution data.

NORM.DIST(X,mean,sd,0): computes the probability density function at X
NORM.DIST(X,mean,sd,1): computes the cumulative distribution function at X
1-NORM.DIST(X,mean,sd,1): computes the tail distribution function at X

Note: To incorporate truncation at zero, the functions should be modified appropriately.