InverseNormDistribution (Inverse of Normal Cumulative Distribution)

Returns the inverse of the normal cumulative distribution for a given mean and standard deviation.

For more information on the normal cumulative distribution function, see NormalDistribution (normal cumulative distribution).

Syntax

InverseNormDistribution(x, Mean, Stdev)

Where:

x is the probability corresponding to a given normal distribution.

Mean is the arithmetic mean of the distribution.

Stdev is the standard deviation of the distribution.

Usage Notes

If mean = 0 and stdev = 1, this function returns the standard normal distribution

The following conditions are invalid:

• One of the arguments is nonnumeric.
• stdev £ 0.