We can compute it using the distribution function of a standard normal random Therefore, if we know how to compute the values of a standard normalĭistribution, we also know how to compute the values of a normal distribution Using this fact, we obtain the following relation between the distributionįunction of a standard normal random variableĪnd the distribution function of any other normal random variable

This is due to the symmetry around 0 of the normal density. Some values of the normal distribution function are used very frequently andĪ fact that is often used in calculations is the Of a standard normal distribution, we also know how to compute the values of Variables: as shown in the next section, if we know how to compute the values We can confine our attention to standard normal random This lecture tackles the practical problem of computing (numerically) the Values of a non-standard normal distributionīe a standard normal random variable (i.e., a normal random variable with zeroĪs we have discussed in the lecture entitled Normalĭistribution, there is no simple analytical expression forĪnd its values are usually looked up in a table or computed with a computer