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NORMINV
 

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).

Given a value for probability, NORMINV seeks that value x such that NORMDIST(x, mean, standard_dev, TRUE) = probability. Thus, precision of NORMINV depends on precision of NORMDIST. NORMINV uses an iterative search technique. If the search has not converged 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 worksheet.

ShowHow to copy an example

  1. Create a blank workbook or worksheet.
  2. Select the example in the Help topic.

    Note  Do not select the row or column headers.

    Selecting an example from Help

    Selecting an example from Help

  3. Press CTRL+C.
  4. In the worksheet, select cell A1, and press CTRL+V.
  5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.
 
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A B
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)
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