Investment Studio > Expressions > Functions > Statistical > NORMINV

float norminv(float probability, float mean, float standard_deviation)

Returns the inverse of the normal CDF (Cumulative Distribution Function): if probability = normdist(x, mean, standard_deviation, TRUE), then norminv(probability, mean, standard_deviation) = x.

probability must be in the range [0, 1].

standard_deviation must be > 0.

Example

=norminv(0.369441340183258, 2, 3)

returns 1.00000000001188.

See also confidence, normdist, normsdist, normsinv, standardize, ztest.