/

InverseNormal

[this page | pdf | back links]

Interactively run this function

Answer  
-1.64485362513322

Parameter NameInputAn input expression?
p

Calculation description
Time-stamp calculation?  
  


Function Description

Returns , the inverse of the unit normal cumulative distribution function. This is the value  for which  where  is the cumulative unit Normal distribution function, see MnCumulativeNormal. The function is not defined if .

 

In practice, the website uses a rational approximation to the above function developed by Acklam (2005). This is not the same approach used in some versions of Microsoft Excel which appear to calculate this function using an iterative search method based on the methodology Microsoft use to calculate . Otherwise the equivalent function in Microsft Excel is NORMSINV.

 

 

where:

 

 

and:

 

, , ,

, ,

 

, ,

, ,

 

, ,

,

,

 

, ,

,

 


NAVIGATION LINKS
Contents | Prev | Next


Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used


Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement


Desktop view | Switch to Mobile