NORMSINV

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