Investment Studio > Expressions > Functions > Statistical > NORMSINV

float normsinv(float probability)

Returns the inverse of the standard normal CDF (Cumulative Distribution Function): if probability = normsdist(x, TRUE), then normsinv(probability) = x.

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

Example

=normsinv(0.841344746050147)

returns 0.999999999923974.

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