NORM.S.DIST
The standard normal distribution at a value, as a density or a cumulative probability.
Group: Statistics. Compatible with DAX.
Syntax
NORM.S.DIST ( <Z>, <Cumulative> )
| Parameter | Type | Description |
|---|---|---|
Z | Number | The value, in standard deviations from the mean. |
Cumulative | Boolean | TRUE for the chance of a value up to z; FALSE for the density at z. |
Returns
Number. The standard normal density at z, or the probability of a value no larger than z.
Remarks
- It is
NORM.DISTwith mean 0 and standard deviation 1. - A blank z counts as 0: the cumulative result is then 0.5.
- About 95 % of the curve lies between −1.96 and 1.96.
Examples
At 1.96, and at a blank
EVALUATE
ROW (
"Density", NORM.S.DIST ( 1.96, FALSE ),
"Cumulative", NORM.S.DIST ( 1.96, TRUE ),
"Blank", NORM.S.DIST ( BLANK (), TRUE )
)
| Density | Cumulative | Blank |
|---|---|---|
| 0.0584409443334515 | 0.97500210485178 | 0.5 |
The share below a few z-scores
EVALUATE
VAR Scores = DATATABLE ( "z", DOUBLE, { { -1.96 }, { -1 }, { 0 }, { 1 }, { 1.96 } } )
RETURN
ADDCOLUMNS ( Scores, "Below", NORM.S.DIST ( [z], TRUE ) )
| z | Below |
|---|---|
| -1.96 | 0.0249978951482204 |
| -1 | 0.158655253931457 |
| 0 | 0.5 |
| 1 | 0.841344746068543 |
| 1.96 | 0.97500210485178 |