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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