NORMSINV: Calculating Inverse Cumulative Normal Distribution

The NORMSINV function performs calculations on a standard normal distribution curve, finding the normalized value that forms the upper boundary of a percentile in a standard normal distribution curve. This is the inverse of NORMSDST. For information about NORMSDST, see NORMSDST: Calculating Standard Cumulative Normal Distribution.

The results of NORMSINV are returned as double-precision and are accurate to 6 significant digits.

Syntax: How to Calculate the Inverse Cumulative Standard Normal Distribution Function

NORMSINV(value, 'D8');

where:

value: Is a number between 0 and 1 (which represents a percentile in a standard normal distribution).
D8: Is the required format for the result. The value returned by the function is double-precision. You can assign it to a field with any valid numeric format.

Top of page

Example: Using the NORMSINV Function

NORMSINV returns a normalized value from a percentile found using NORMSDST.

NORMSINV(NORMSD, 'D8')

For .21106, the result is -.80273.

For .47091, the result is -.07298