Purpose
Return value
Syntax
=NORM.INV(probability,mean,standard_dev)- probability - The probability of an event occurring below a threshold.
- mean - The mean of the distribution.
- standard_dev - The standard deviation of the distribution.
How to use
The NORM.INV function returns the inverse of the normal cumulative distribution. Given the probability of an event occurring below a threshold value, the function returns the threshold value associated with the probability. For example, NORM.INV(0.5, 3, 2) returns 3 since the probability of an event occurring below the mean of the distribution is 0.5. Note, the area under a normal distribution within an interval corresponds to the probability of an event occurring within that interval.
=NORM.INV(0.5,3,2 )// Returns 3
Let's look at another example using the same normal distribution defined by a mean of 3 and standard deviation of 2.
=NORM.INV(0.84134,3,2)// Returns 5
In this case, the threshold corresponding to the probability of 0.84134 is equal to 5. In other words, the probability of an event occurring below 5 for this normal distribution is equal to 0.8413.
Notes
- The mean describes the center or "balancing point" of the normal distribution.
- The standard deviation describes the shape of the bell-shaped curve.
- Valid probability input to the function is within the range (0,1), excluding 0 and 1.
Related functions
NORM.DIST Function
The Excel NORM.DIST function returns values for the normal probability density function (PDF) and the normal cumulative distribution function (CDF). The PDF returns the values of points on the curve. The CDF returns the area under the curve to the left of a value.
