NORMSINV

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Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one.

Syntax

NORMSINV ( probability )

Probability is a probability corresponding to the normal distribution.

Remarks

  • If probability is nonnumeric, NORMSINV returns the #VALUE! error value.

  • If probability < 0 or if probability > 1, NORMSINV returns the #NUM! error value.

NORMSINV uses an iterative technique for calculating the function. Given a probability value, NORMSINV iterates until the result is accurate to within 3x10^-7. If NORMSINV does not converge after 100 iterations, the function returns the #N/A error value.

Example

Formula

Description (Result)

=NORMSINV(0.908789)

Inverse of the standard normal cumulative distribution, with a probability of 0.908789 (1.3333)

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