normaldist.wl

% interactive normal distribution plot, playing around with manipulate function
Manipulate[
 Show[
  Plot[
   PDF[NormalDistribution[\[Mu], \[Sigma]], x], 
   {x, -10, 10}, 
   AxesOrigin -> {0, 0},
   PlotRange -> {-0.1, 0.5},
   PlotLabel -> 
    "\[ScriptCapitalN](" <> ToString[\[Mu]] <> "," <> 
     ToString[\[Sigma]] <> ")",
   PlotStyle -> Directive[Gray, Thickness[0.007]]
   ],
  Plot[
   {PDF[NormalDistribution[\[Mu], \[Sigma]], x], 0}, 
   	{x, T, 10}, 
   	Filling -> 1 -> {2},
   FillingStyle -> RGBColor[255/255, 148/255, 112/255, 0.8],
   PlotRange -> {-0.1, 0.5},
   PlotStyle -> None
   ]
  ],
 {{\[Mu], 0., Dynamic["\[Mu]=" <> ToString[\[Mu]]]}, -10., 10., 0.2},
 {{\[Sigma], 1., Dynamic["\[Sigma]=" <> ToString[\[Sigma]]]}, 1., 5., 
  0.1},
 {{T, \[Mu], Dynamic["T=" <> ToString[T]]}, \[Mu] - 2.5*\[Sigma], 
  2.5*\[Sigma] + \[Mu], 0.1},
 Delimiter,
 Item[Dynamic[Style["p-value=" <> ToString[Round[
       NIntegrate[
        PDF[NormalDistribution[\[Mu], \[Sigma]], x] // Evaluate, {x, 
         T, Infinity}]
       , 0.001]], FontSize -> 15]], Alignment -> Center]
 ]