Enterprise Risk Management Formula Book
Appendix A.7(b): Probability
Distributions: Standard (i.e. unit) normal distribution: Quantile points
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The table below gives (percentage) quantile points for
the unit normal distribution defined by the equation:










50%

0.0000

5.0%

1.6449

2.0%

2.0537

1.0%

2.3263

0.10%

3.0902

45%

0.1257

4.5%

1.6954

1.9%

2.0749

0.9%

2.3656

0.09%

3.1214

40%

0.2533

4.0%

1.7507

1.8%

2.0969

0.8%

2.4089

0.08%

3.1559

35%

0.3853

3.5%

1.8119

1.7%

2.1201

0.7%

2.4573

0.07%

3.1947

30%

0.5244

3.0%

1.8808

1.6%

2.1444

0.6%

2.5121

0.06%

3.2389











25%

0.6745

2.5%

1.9600

1.5%

2.1701

0.5%

2.5758

0.05%

3.2905

20%

0.8416

2.4%

1.9774

1.4%

2.1973

0.4%

2.6521

0.01%

3.7190

15%

1.0364

2.3%

1.9954

1.3%

2.2262

0.3%

2.7478

0.005%

3.8906

10%

1.2816

2.2%

2.0141

1.2%

2.2571

0.2%

2.8782

0.001%

4.2649

5%

1.6449

2.1%

2.0335

1.1%

2.2904

0.1%

3.0902

0.0005%

4.4172

For calculations of specific values of this table see e.g.:
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