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Formulas: Two-Tailed Area Under the Standard Normal Distribution

Two-Tailed Area Under the Standard Normal Distribution Formulas

Below you will find descriptions and details for the 2 formulas that are used to compute two-tailed area under the standard normal distribution values.

Error function:
Error function formula
Normal distribution cumulative distribution function (CDF):
Normal distribution cumulative distribution function (CDF) formula
where ยต is the mean, σ is the standard deviation, and erf is the error function.
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