Preface > MC Basics > Statistics in Excel > Normal Distribution

Graphing a Normal Distribution Curve in Excel

Supplement to: "Guide to Monte Carlo Simulation in Excel"
Normal Distribution Curve

After creating histograms, it is common to try to fit various distributions to the data. The most common is the Normal distribution, which is completely defined by the mean and standard deviation. (See summary statistics).

There is more to distribution fitting than just overlaying a distribution on top of the histogram. However, this page came about because I have often been asked specifically how to construct a Normal distribution curve in Excel.

There are many ways to create the graph, using line charts, bar charts, area charts, and scatter plots. Some of the tricks for creating the charts (such as using thick error bars to create the area shading effect on scatter plots) are found in "Creating a Histogram in Excel". Also, you will need to scale the histogram before overlaying the distribution.

Instead of following a detailed tutorial, please just go ahead and download the example Excel file. The file does not contain any macros. If you have questions about what a Normal distribution is, please see the references below.

Download the Normal Distribution Excel File (.xls)

In addition to graphing the Normal distribution curve, it includes examples of the following:

  • Generating a random number from a Normal distribution.
  • Calculating cumulative probabilities.
  • Shading a portion of the distribution (see below).

Normal Distribution Graph in Excel
Screen shot from the excel file. In the spreadsheet, the slider bar below
the chart will move the shaded region (the cumulative probability).

The graph shown in the screen-shot above is particularly useful for showing the relationship between the probability density function and the cumulative probability. Both the label and the shaded region change after you move the slider.

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REFERENCES:

Eric W. Weisstein. "Normal Distribution." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/NormalDistribution.html



CITE THIS PAGE AS:

Wittwer, J.W., "Graphing a Normal Distribution in Excel" From Vertex42.com, November 1, 2004, http://vertex42.com/ExcelArticles/mc/NormalDistribution-Excel.html

 

INDEX (This Article)
Preface and Software
Monte Carlo Simulation
Deterministic Model
Stochastic Model
Sales Forecast Example
Random Inputs
Histograms
Summary Statistics
Percentiles
Normal Distribution
Matlab Example

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