Microsoft KB Archive/87866

= ATP Definition: NORMSINV =

Article ID: 87866

Article Last Modified on 11/16/2006

-

APPLIES TO


 * Microsoft Excel 95 Standard Edition
 * Microsoft Excel 5.0c
 * Microsoft Excel 4.0 Standard Edition
 * Microsoft Excel 5.0a for Macintosh
 * Microsoft Excel 4.0 for Macintosh

-



This article was previously published under Q87866



SUMMARY
The versions of Microsoft Excel listed at the beginning of this article provide a set of special analysis tools called the Analysis ToolPak. This article is part of a series of articles that provide information on the underlying formulas used in the Analysis ToolPak.

This article covers the following function:

NORMSINV(probability)



MORE INFORMATION
The NORMSINV function returns the inverse of the standard normal cumulative distribution function for a particular probability. In other words, given a probability, p, the NORMSINV function returns the value, x, of the normally distributed random variable, Z(0,1), which attains that probability. The Excel function adheres to the following mathematical approximation, x(p), of the inverse of the standard normal CDF:

x(p) = t - (c0+c1*t+c2*t^2)/(1+d1*t+d2*t^2+d3*t^3) + error(p)

where:

t = sqrt(ln(1/p^2))

c0 = 2.515517

c1 = 0.802853

c2 = 0.10328

d1 = 1.432788

d2 = 0.1889269

d3 = 0.001308

With these parameters, abs(error(p))<4.5*10^-4.

