Probability distribution calculator

PMF / PDF, CDF, mean and variance for the three most commonly-used distributions: Binomial, Poisson, and Normal.

Distribution inputs

P(X = k)
0.1916
P(X ≤ k)
0.6080
Mean (μ)
6
Variance (σ²)
4.20
Std-dev (σ)
2.05

Distribution formulas

Binomial

P(X = k) = C(n,k) × p^k × (1−p)^(n−k)

μ = np, σ² = np(1−p). Use when counting successes in n independent yes/no trials with constant success probability p.

Poisson

P(X = k) = e−λ × λk ÷ k!

μ = λ, σ² = λ. Use for rare events occurring at average rate λ over a fixed interval (calls per hour, defects per page).

Normal

f(x) = (1 ÷ σ√(2π)) × exp[−½ × ((x−μ)/σ)²]

For continuous data, P(X = exact value) = 0; we report the PDF and the cumulative P(X ≤ x).

FAQ

When can I approximate binomial by normal?

When np ≥ 10 and n(1−p) ≥ 10 (the so-called success-failure condition). At that scale, the binomial is well-approximated by Normal(np, np(1−p)), which speeds up CDF computation.

When can I approximate binomial by Poisson?

When n is large and p is small with np = λ moderate (typically n ≥ 20 and p ≤ 0.05). The binomial PMF then converges to the Poisson PMF.

How accurate is the normal CDF here?

The implementation uses the Abramowitz-Stegun approximation accurate to ~7 decimal places, which is well beyond what's needed for any practical calculation.

Related calculators