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 Microsoft Excel > Functions > Statistical > NORMSINV

 

NORMSINV(probability)

 
 Returns the z-score for a given probablity.

 probabilityThe probability of the corresponding to the normal distribution.

 REMARKS
 
  • The distribution has a mean of zero and a standard deviation of one.
     
  • If "probability" is not numeric, then #VALUE! is returned.
     
  • If "probability" < 0 then #NUM! is returned.
     
  • If "probability" > 1, then #NUM! is returned.
     
  • This function uses an iterative technique for calculating the function.
     
  • Given a "probability" value, this function iterates until the result is accurate to within ± 3x10^-7.
     
  • If this function does not converge after 100 iterations, then #N/A is returned.
     
  • The accuracy of this function was improved in Excel 2003. For more information please refer to this Knowledge Base Article (826772).

     EXAMPLES
     
     A
    1=NORMSINV(0.908789) = 1.333
    2=NORMSINV(0.5) = 0
    3=NORMSINV(NORMSDIST(-1)) = -1
    4=NORMSINV(-0.5) = #NUM!
    5=NORMSINV(1.6) = #NUM!
    6=NORMSINV("some text") = #VALUE!
     

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