InverseNormal Command

InverseNormal( <Mean>, <Standard Deviation>, <Probability> ): Evaluates the expression \(\Phi^{-1}(P) \cdot \sigma + \mu \) at given probability P, where \(\Phi^{-1}\) is the inverse of the cumulative distribution function Φ for N(0,1), defined by the given parameters mean and standard deviation.

Returns the x-coordinate of the point with the given probability (area) to the left, under the normal distribution curve.

InverseNormal(50, 2, 0.9) yields 52.56, that is the 90th percentile of a normal distribution with a mean of 50 and standard deviation 2.