Returns a one-tailed probability from the standardized Normal distribution. NORMSDIST(z) returns the one-tailed probability associated with the standardized Normal deviate z.
The argument z 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 NORMSDIST function applied to all elements.
NORMSDIST(-1.96) returns 0.025 (rounded)
NORMSDIST(1.96) returns 0.975 (rounded)
NORMSDIST(0) returns 0.5
Worked-out example: convert z-scores to percentiles
Suppose you have a variable named ZSCORE, containing z-scores which you want to convert to percentiles as in the following example.
The Fill column procedure is used with the following formula: NORMSDIST(ZSCORE)
Column B is filled with the percentile corresponding with the z-scores in column A: