NORMSDIST

Syntax: NORMSDIST(X)

X = a numeric value

The cumulative standard normal distribution funtion F(X) integrated from minus infinity to X.

The mathematical formulation is given by:

$$F(X) = \int_{-\infty}^{X} \frac{1}{\sqrt{2\pi}} e^{-\frac{t^2}{2}} dt$$

Examples:

NORMSDIST(1.41) = 0.92073016

NORMSDIST(-1.41) = 0.079269841

NORMSDIST(1.96) = 0.9750021

Excel function: NORMSDIST