NORMSINV function

Returns a Standardized Normal deviate. NORMSINV(P) returns the standardized Normal deviate $z$ corresponding with the one-tailed probability P. P must be a value between 0 and 1 (0<P<1).

NORMSINV is the inverse function of the NORMSDIST function.

The argument P can be a real number or a matrix. When it is a matrix, the function returns a matrix with the same dimensions and with the NORMSINV function applied to all elements.

Examples

NORMSINV(0.025)  returns -1.96 (rounded).

NORMSINV(0)  returns an error.

Calculator

Graph

See also

• Values of the Normal distribution table
• NORMSDIST function
• Statistical test functions