Standard Normal Distribution: Mean & Variance Calculator

Assess how closely your z-score sample matches the standard normal model. Paste numbers separated by commas, spaces, or new lines. Get sample mean and variance, 95% intervals, and two-sided tests for μ = 0 and σ² = 1. Designed for stats learners, engineers, and data teams who need quick, interpretable checks.

Input
Numbers can be separated by commas, spaces, or new lines.
For a two-sided interval and tests (default 0.05 ⇒ 95% confidence)
Reset
Theory (Standard Normal)
  • Theoretical mean μ = 0
  • Theoretical variance σ² = 1
  • Mean estimator: \bar{Z}, SE = 1/√n
  • Variance estimator: (unbiased)
Results

Enter at least one value to compute results.

How to use
  1. Collect z-scores from your analysis or simulation.
  2. Paste them into the input box and choose a significance level.
  3. Press Compute to view sample statistics, intervals, and tests.
  4. Compare results with the theory section to interpret deviations.
FAQs

1) What does this tool compute?
It summarizes your sample with mean and variance, builds confidence intervals, and runs two-sided tests for μ=0 and σ²=1 under the standard normal model.

2) Do I need large samples?
Larger samples produce tighter intervals and more reliable tests. Very small n can make variance estimates unstable.

3) Why two kinds of variance appear?
One uses the unbiased divisor (n−1) commonly reported as s². The other uses the population divisor n for reference.

4) Which interval is used for the mean?
Because σ is known (equal to 1 in the standard normal), a z-interval is used with standard error 1/√n.

5) How is the variance interval built?
It relies on the chi-square distribution of (n−1)s² when data are independent and normally distributed.

6) Can I paste values from a spreadsheet?
Yes. Separate entries by commas, spaces, or new lines. Non-numeric tokens are ignored.

7) What if my data are not standard normal?
The tests specifically check against μ=0 and σ²=1. If your process has other parameters, transform to z-scores first.

Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.