NORMINV

MS Excel Spreadsheet

See Also

Returns the inverse of the normal cumulative distribution for the specified mean and standard deviation.

Syntax

NORMINV(probability,mean,standard_dev)

Probability    is a probability corresponding to the normal distribution.

Mean    is the arithmetic mean of the distribution.

Standard_dev    is the standard deviation of the distribution.

Remarks

  • If any argument is nonnumeric, NORMINV returns the #VALUE! error value.
  • If probability < 0 or if probability > 1, NORMINV returns the #NUM! error value.
  • If standard_dev ≤ 0, NORMINV returns the #NUM! error value.
  • If mean = 0 and standard_dev = 1, NORMINV uses the standard normal distribution (see NORMSINV).

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

Example

The example may be easier to understand if you copy it to a blank spreadsheet.

ShowHow?

Data Description
0.908789 Probability corresponding to the normal distribution
40 Arithmetic mean of the distribution
1.5 Standard deviation of the distribution
Formula Description (Result)
=NORMINV(A2,A3,A4) Inverse of the normal cumulative distribution for the terms above (42)