The NORM.INV function returns the inverse of the normal cumulative distribution for the specified mean and standard deviation.

  • This function was introduced in Excel 2010 and so is not available in earlier versions.
  • The NORM.INV function replaces the NORMINV function included in earlier versions of Excel.

Syntax

=NORM.INV(probability,mean,standard_dev)

Arguments

Argument Description
probability The value at which you want to evaluate the inverse function
mean The arithmetic mean of the distribution
standard_dev The standard deviation of the distribution

Examples

  A B C D
1 Data Description    
2 0.999571 Probability corresponding to the normal distribution    
3 15 Arithmetic mean of the distribution    
4 1.5 Standard deviation of the distribution    
5        
6 Formula Result Notes
7 =NORM.INV(A2,A3,A4) 20 Inverse of the normal cumulative distribution for the terms above

Common Function Error(s)

Problem What went wrong
#VALUE! Occurs if any of the the supplied arguments are non-numeric
#NUM! Occurs if either:

  the supplied probability argument is < 0 or > 1
  the supplied standard_dev argument is ≤ 0

The equation for the normal cumulative distribution function is:    

    \[    f(x \mid \mu,\sigma) = \frac 1{\sigma \sqrt{2\pi}} e^{- \frac {(x-\mu)^2}{2\sigma ^2}    \]

where \mu is the mean of the distribution, \sigma^2 is the variance, and x is the independent variable for which you want to evaluate the function.

See Wikipedia for more information on normal distribution.