Introduction
Students in elementary calculus, statistics, and finite mathematics classes often
learn about the normal curve and how to determine probabilities of events using a table for
the standard normal probability density function. The calculus students can work directly
with the normal probability density function p x e
x
b g=
-
F -
H
G
I
K 1 J
2
1
2
2
s p
m
s
and use numerical
integration techniques to compute probabilities without resorting to the tables. In this
article, we will give a derivation of the normal probability density function suitable for
students in calculus. The broad applicability of the normal distribution can be seen from
the very mild assumptions made in the derivation.