ID EN
…
#Statistical

NORM.S.DIST

Excel Functions

Get the standard normal CDF and PDF.

Syntax

EXCEL 
=NORM.S.DIST(z, cumulative)

Arguments

Parameter Description
z Numeric z-score value.
cumulative Logical value that determines the form of the function.

Return Value

The standard normal cumulative distribution function

Details

The NORM.S.DIST function returns values for the standard normal cumulative distribution function (CDF) and the standard normal probability density function (PDF). For example, NORM.S.DIST(1,TRUE) returns the value 0.8413 and NORM.S.DIST(1,FALSE) returns the value 0.2420. The parameter, z, represents the output we are interested in and cumulative flag indicates whether the CDF or PDF function is used. NORM.S.DIST expects standardized input in the form of a z-score value. A z-score value represents how far a value is from the mean of a distribution in terms of the standard deviation of the distribution. To calculate the z-score, subtract the mean from the value and then divide by the standard deviation or use the STANDARDIZE function as shown in the two formulas below: Note, see the NORM.DIS

Examples

Example 1

The NORM.S.DIST function returns values for the standard normal cumulative distribution function (CDF) and the standard normal probability density fun

EXCEL 
=NORM.S.DIST(1,TRUE)=0.8413 // Returns the standard normal CDF
Example 2
EXCEL 
=NORM.S.DIST(1,FALSE)=0.2420 // Returns the standard normal PDF
NORM.S.DIST expects Standardized Input

NORM.S.DIST expects standardized input in the form of a z-score value. A z-score value represents how far a value is from the mean of a distribution i

EXCEL 
=(x-mean)/standard_deviation // calculates z-score
NORM.S.DIST expects Standardized Input
EXCEL 
=STANDARDIZE(x, mean, standard_deviation) // calculates z-score
Cumulative Flag

The cumulative flag determines which distribution function is used. If the flag is set to FALSE, the standard normal PDF is used. If the flag is set t

EXCEL 
=NORM.S.DIST(1,TRUE)=0.8413
Cumulative Flag

When the cumulative flag is set to FALSE, the standard normal PDF is used. The output of the CDF corresponds to the area under the PDF to the left of

EXCEL 
=NORM.S.DIST(1,FALSE)=0.242

See Also

NORM.DIST NORM.S.INV