NORMSINV

Formulas / NORMSINV
Calculate the value of z such that with a given probability p, a standard normal random variable is less than or equal to z.
NORMSINV(probability)
  • probability - required probability corresponding to the normal distribution

Examples

  • =NORMSINV(0.9088)

    NORMSINV can be used in Sourcetable to return the inverse of the standard normal cumulative distribution with a probability. For example, if you wanted to know the inverse of the standard normal cumulative distribution with a probability of 0.9088, you would use the preceding formula.

  • =NORMSINV(-1.75)

    You can also use NORMSINV to find the probability associated with a given z-score. For example, if you wanted to know the probability associated with a z-score of -1.75, you would use the preceding formula.

  • =NORMSINV(0.75)-NORMSINV(-1.25)

    NORMSINV can also be used to calculate the probability of a normally distributed random variable falling between two given values. For example, if you wanted to know the probability of a normally distributed random variable falling between -1.25 and 0.75, you would use the preceding formula.

  • =NORMSINV(0.95).

    You can also use NORMSINV to calculate the z-score associated with a given probability. For example, if you wanted to know the z-score associated with a probability of 0.95, you would use the preceding formula.

Summary

The NORMSINV function is used to calculate an associated z-score value of a standard normal random variable with a given probability. It was used in earlier versions of Excel and takes into account the mean (0) and standard deviation (1) of the variable.

  • The NORMSINV function is supported in Excel 2003 and later versions.
  • The NORMSINV function calculates the value of z such that with probability p, a standard normal random variable takes on a value that is less than or equal to z and returns the value z.


Frequently Asked Questions

What is the NORMSINV function?
The NORMSINV function is used to calculate the inverse of the standard normal distribution.
What are the parameters of NORMSINV?
The NORMSINV function has a mean of 0 and a standard deviation of 1.
Is the NORMSINV function new?
The new NORM.S.INV function may provide improved accuracy and may be available in future versions of Excel.
What is the probability argument for the NORMSINV function?
The probability argument for the NORMSINV function is a probability corresponding to the normal distribution.

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