Mathematics · statistics

Statistics & Probability

Standard deviation, z-scores — and a real Galton board, genuinely random every time.
σ, z-score, P(X<x)
n=12 · p=0.50

Galton board

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Watch the bell curve build itself

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Standard deviation, z-scores & probability

From a dataset

Z-score & probability

Your data, four ways

Shape, spread and whether it is normal at all

A mean and a standard deviation describe data as if it were a bell curve. These four views test that assumption instead of relying on it — and if your data is skewed, has two peaks or carries an outlier, every one of them will show it while the two summary numbers quietly will not.

Distribution explorer

Six distributions, and what each one is for

Pick a shape

Normal

Central Limit Theorem

Why averages go normal even when the data does not

Take repeated samples of size n from any of these sources — none of them a bell curve — and plot the averages. The averages pile up into a normal distribution anyway, and they do it with a spread of exactly σ∕√n. That is the single most-used fact in statistics: it is why a confidence interval works on data you know nothing about.

The source

uniform

Averages of those samples

0 drawn
How it works

Randomness, organised

Independent coin flips

Each ball bounces left or right at every peg with a coin-flip’s worth of randomness. The shape emerges only when thousands of these choices add up.

Binomial to normal

Each added row is one more decision per ball; the discrete binomial converges on the smooth normal curve, with a spread of σ/√n for averages.

The z-score

How many standard deviations a value sits from the mean. 0 is exactly average, ±1 is one σ away, beyond ±3 is about 1 in 370.

Check before you trust

The median and quartiles assume nothing. The z-score probabilities do assume a bell curve: use the Q–Q plot to check.

Worked example. An IQ of 130, with a population mean of 100 and a standard deviation of 15, has a z-score of exactly 2.0, and only about 2.3% of people score that high or higher. Each extra standard deviation makes the tail roughly seven to seventeen times thinner, which is why “beyond ±3” is rare enough to be worth a second look.
Field notes

Where the bell curve actually comes from

Standard deviation, intuitively

A measure of how spread out values are around the mean. A small σ means values cluster tightly; a large σ means they are scattered widely. It is in the same units as the data itself, unlike variance.

The Central Limit Theorem

Add up enough independent random effects (coin flips, measurement noise, genetics) and the result tends toward a normal distribution, regardless of what the individual effects looked like. It is why the bell curve shows up so often in nature.

1 in 370beyond ±3σ

Z-score

How many standard deviations a value sits from the mean. A z-score of 0 is exactly average; ±1 is one σ away; beyond ±3 is genuinely rare for a normal distribution.

Why the Galton board is never identical twice

Every peg-bounce is a fresh call to the browser’s random number generator: no seed, no script, no two runs sharing a history. The bell shape is a statistical tendency of thousands of independent coin flips, not a scripted outcome.

Skew and kurtosis, plainly

Skew is which side the long tail is on: positive means a few large values stretch the right. Kurtosis is about the tails rather than the peak. Positive excess kurtosis means extreme values are more common than a bell curve predicts, which is precisely the assumption that breaks risk models.

Why a Q–Q plot beats a histogram for normality

A histogram of a small sample is mostly a statement about where you put the bin edges. A Q–Q plot uses every point exactly once and turns “is this normal?” into “is this line straight?”, which the eye judges far better.

0.7%flagged on normal data

The 1.5 × IQR rule

Tukey’s fences sit one and a half interquartile ranges beyond the quartiles. On genuinely normal data they flag about 0.7% of readings: rare enough that a flagged point is worth a look, common enough that finding one proves nothing by itself.

× 4readings to halve the error

Standard deviation vs standard error

σ describes how spread out the data is, and it does not shrink as you collect more. The standard error describes how uncertain the mean is, and falls as σ/√n, which is why halving your margin of error takes four times the readings.

Questions

What people ask

Why is it never exactly the same twice?

Each ball's path depends on genuine random numbers generated fresh every time you press play — there's no fixed script or seed behind it. Run it ten times and you'll get ten different exact patterns, even though the overall bell-curve shape stays remarkably consistent — that consistency-despite-randomness is the entire point.

What does the bias slider actually change?

It shifts the probability of bouncing right at every single peg away from 50/50 — push it toward 0.9 and the whole distribution skews hard right, since each ball is now far more likely to drift that way at every one of its many decisions.

Why does more rows make a smoother curve?

Each row adds one more independent random decision. More decisions per ball means more possible final bins and a distribution that sits closer to the smooth, continuous normal curve — the discrete binomial distribution converges to it as the row count grows.

My data is not a bell curve. Is any of this still valid?

The descriptive numbers — median, quartiles, IQR, MAD — make no assumption at all and are always fair. The ones that do assume a bell curve are the z-score probabilities and, more loosely, the confidence interval. Check with the Q–Q plot above: if the points bend away from the line, quote the median and IQR instead of the mean and σ, and treat any “probability of a value this extreme” with real suspicion.

Should I delete an outlier?

Not on the strength of the 1.5 × IQR rule alone. On genuinely normal data that rule flags roughly 0.7% of readings, so in a sample of 300 you should expect two with nothing wrong at all. A flagged point is a prompt to go and find out what happened — a transcription slip, a different machine, a real rare event. Deleting points because they are inconvenient is how a dataset comes to support a conclusion it never contained.

Why does the Central Limit Theorem demo work on a coin flip?

That is the whole point of it. A single coin flip has only two outcomes and looks nothing like a bell curve, but the average of thirty of them does — with a spread of exactly σ∕√n. The theorem is a statement about averages, not about data, which is why it applies to almost every measurement anyone ever takes.

Population vs. sample standard deviation — which do I want?

Use the population formula (divide by n) when your data is the entire group you care about; use the sample formula (divide by n−1) when your data is a smaller sample standing in for a larger population — dividing by the slightly smaller number corrects for the fact that a sample tends to understate the true spread.

These describe the numbers you entered, and infer nothing beyond them. Mean and standard deviation assume roughly symmetric data; one outlier moves both a long way, which is what the median is for. Nothing here tests significance, estimates a population, or says anything about cause — a strong correlation between two columns is a fact about those columns only.
Version history · 5 releases
  1. v0.932026-07-28Galton board rebuilt: bins match the outcomes, dividers actually divide, and it converges on the binomial
  2. v0.942026-07-28Fixes v0.93: balls froze in mid-air among the pegs; post-cascade drift widened the curve. Now sd 1.70 vs 1.73
  3. v0.952026-07-28Galton: removed the vertical damping that slowed the fall, committed the bin at the last peg row, nothing rests unsupported
  4. v0.982026-07-28Welch two-sample t-test in Statistics. One tool, not three — two candidates already had the feature
  5. v1.922026-08-09Statistics rebuilt: a fifth of the balls were freezing mid-air, the spread was a third too narrow, and the "theoretical" curve rescaled itself to match the result

Releases in which this page changed, newest last. Derived from the archived copy of every release, not from notes written afterwards — so it reflects what actually shipped. Site-wide passes are left out; they are in the full changelog.

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