NORMSINV

**Syntax:** **NORMSINV( P)**

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

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

The mathematical formulation is given by:

**Examples:**

**NORMSINV**(0.5) = 0

**NORMSINV**(0.975) = 1.959964

**NORMSINV**(NORMSDIST(0.88)) = 0.88

**NORMSINV**(1) = Error

**Excel function:** NORMSINV

Grey Trout Software

02 March 2003