Normal Probability Calculator for Sampling Distributions
Find the probability for a sample mean under the CLT.
Find how likely a sample mean is, using the central limit theorem.
The math behind it
z = (x̄ − μ) ÷ (σ/√n), then look up the normal CDF for the probability.
Worked example
μ 100, σ 15, n 36, x̄ 103 → z 1.2, P(≤) ≈ 0.885.
FAQ
Why divide by √n?
Sample means vary less than individuals, by a factor of √n.