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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.:

 

5%

-1.6449

2.1%

-2.0335

1.1%

-2.2904

0.1%

-3.0902

0.0005%

-4.4172

 


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