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Excel NORM.INV Function

Excel NORM.INV function
Summary 
The Excel NORM.INV function returns the inverse of the normal cumulative distribution for the specified mean and standard deviation. Given the probability of an event occurring below a threshold value, the function returns the threshold value associated with the probability.
Purpose 
Get the inverse of normal cumulative distribution
Return value 
The threshold value associated with a probability
Syntax 
=NORM.INV (probability, mean, standard_dev)
Arguments 
  • probability - The probability of an event occurring below a threshold.
  • mean - The mean of the distribution.
  • standard_dev - The standard deviation of the distribution.
Usage notes 

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.