NORMINV

**Syntax:** **NORMINV( P, M, S)**

*P* = a numeric probability (0 < *P* < 1)

*M* = the mean of the normal distribution

*S* = the standard deviation of the normal distribution

The inverse of the cumulative normal distribution function.
**NORMINV** returns the value *X* such that the integral
from minus infinity to *X*
of the normal distribution function with mean *M* and standard
deviation *S* is equal to *P*. *P* must be greater
than 0 and less than 1, and *S* must be greater than 0.

The mathematical formulation is given by:

**Examples:**

**NORMINV**(0.5, 0, 1) = 0

**NORMINV**(0.975, 0, 1) = 1.959964

**NORMINV**(NORMDIST(0.88, 0, 1, 1), 0, 1) = 0.88

**NORMINV**(1, 0, 1) = Error

**Excel function:** NORMINV

Grey Trout Software

02 March 2003