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Normal approximation calculator

Use a normal approximation to a binomial count when both expected successes and failures are sufficiently large.

Calculator

Approximate event probability
7.9655674554%
Failure probability
50.000000%
Binomial variance
25.000000
Binomial mean
50.000000
Binomial standard deviation
5.000000
Lower normal bound z
-0.100000
Upper normal bound z
0.100000
Approximation check
Both expected counts are at least 10
Normal integration bounds
BoundaryStandardised z
Lower-0.100000
Upper0.100000

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How this calculator works

A binomial count has mean np and variance np(1 - p). Approximate its discrete mass using a normal curve with those moments. Continuity correction replaces an inclusive integer boundary by the corresponding half-integer boundary. Exactly k uses the interval k - 0.5 to k + 0.5; without correction a single point has zero normal probability. The approximation may be poor for rare events, small samples or distant tails. Trial outcomes must be independent with a common success probability.

Formula

μ = np; σ = √(np(1 - p)); z = (boundary - μ)/σ. P(X = k) ≈ Φ((k + 0.5 - μ)/σ) - Φ((k - 0.5 - μ)/σ).

Worked example

For n = 100 and p = 0.5, the mean is 50 and SD is 5. The corrected probability of exactly 50 is Φ(0.1) - Φ(-0.1) ≈ 0.07965567. The uncorrected probability of at most 50 is 0.5.

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Frequently asked questions

Why add or subtract 0.5?

An integer count represents a unit-wide bin. The half-unit boundary makes the continuous area better match that bin.

Can this replace exact binomial tails everywhere?

No. A good central approximation can still have large relative error in a far tail.

What if the success probability is zero or one?

The count is deterministic and its normal standard deviation is zero. This page requires a non-degenerate probability.

Sources

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