Math basics › Probability and statistics

The normal distribution

The bell curve

Symmetric around the mean μ, with its spread set by the standard deviation σ.

68, 95, 99.7

About 68% of values fall within 1σ of the mean, 95% within 2σ and 99.7% within 3σ.

z-scores

z = (x − μ)/σ, how many standard deviations x is from the mean. A table or calculator turns z into a probability.