NORM.S.INV
The value whose cumulative probability in the standard normal distribution is the one given.
Group: Statistics. Compatible with DAX.
Syntax
NORM.S.INV ( <Probability> )| Parameter | Type | Description |
|---|---|---|
Probability | Number | The cumulative probability wanted, strictly between 0 and 1. |
Returns
Number. The z below which the given share of the standard normal distribution lies.
Remarks
- It is the inverse of
NORM.S.DIST( z, TRUE ). NORM.S.INV ( 0.975 ), about 1.96, is the z of a two-sided 95 % interval.- A probability of 0 or 1 or beyond is an error.
Examples
The z of common levels
EVALUATE
ROW (
"97.5 %", NORM.S.INV ( 0.975 ),
"2.5 %", NORM.S.INV ( 0.025 ),
"90 %", NORM.S.INV ( 0.9 )
)| 97.5 % | 2.5 % | 90 % |
|---|---|---|
| 1.95996398454005 | -1.95996398454005 | 1.2815515655446 |