NORM.INV

The NORM.INV function returns the inverse of the normal cumulative distribution. Given the probability of an event occurring below a threshold value, the function returns the threshold value associated with the probability. For example, NORM.INV(0.5, 3, 2) returns 3 since the probability of an event occurring below the mean of the distribution is 0.5. Note, the area under a normal distribution within an interval corresponds to the probability of an event occurring within that interval. Let's look at another example using the same normal distribution defined by a mean of 3 and standard deviation of 2. In this case, the threshold corresponding to the probability of 0.84134 is equal to 5. In other words, the probability of an event occurring below 5 for this normal distribution is equal to 0.