InverseNormal Command

InverseNormal( <Mean>, <Standard Deviation>, <Probability> )

Calculates the function \(\Phi^\{-1}(P) \cdot \sigma + \mu \) with given probability P, mean μ and standard deviation σ, where \(\Phi^\{-1}\) is the inverse of the cumulative distribution function Φ for N(0,1).

Returns the x-coordinate with the given probability to the left under the normal distribution curve.