ID EN
#Statistical

NORM.S.INV

Excel Functions

Get inverse of the standard normal cumulative distribution

Syntax

EXCEL
=NORM.S.INV(probability)

Arguments

Parameter Description
probability A probability corresponding to the standard normal distribution.

Return Value

Returns the threshold value of a probability.

Details

The NORM.S.INV function returns the inverse of the standard normal cumulative distribution. Given the probability of an event occurring below a threshold value, the function returns the z-score of the threshold. For example, NORM.S.INV(0.8413) returns 1 since the probability of an event occurring below 1 standard deviation from the mean is 0.8413.

Examples

Example 1

The NORM.S.INV function returns the inverse of the standard normal cumulative distribution. Given the probability of an event occurring below a thresh

EXCEL
=NORM.S.INV(0.8413)=1
Example 2
EXCEL
=NORM.S.DIST(1, TRUE)=0.8413

See Also

NORM.S.DIST NORM.INV