- probability - A probability corresponding to the standard normal distribution.
How to use
The NORM.S.INV function returns the inverse of the standard normal cumulative distribution. Given the probability of an event occurring below a threshold value, the function returns the z-score of the threshold. For example, NORM.S.INV(0.8413) returns 1 since the probability of an event occurring below 1 standard deviation from the mean is 0.8413.
- The return value is a z-score, which represents how far the value is from the mean of the distribution in terms of the standard deviation. See NORM.INV for non-standardized input.
- Probability input outside of the range of (0,1) results in an error.
- The standard normal distribution is a special case of the normal distribution with a mean of 0 and a standard deviation of 1.
- The standard normal cumulative distribution function returns the probability of an event occurring below a threshold value. This probability is equal to the area under the bell-shaped curve to the left of the threshold value.