InverseNormal Command
- InverseNormal( <Mean>, <Standard Deviation>, <Probability> )
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Evaluates the expression Φ−1(P)⋅σ+μ at given probability P, where Φ−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.