The Excel NORMINV Function

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Related Functions:  NORMDIST NORMSINV

Normal Distribution

The Normal distribution is a continuous probability function that is given by the formula :

where μ is the mean of the distribution, σ² is the variance, and x is the independent variable for which you want to evaluate the function.

The Cumulative Normal Distribution function is given by the integral, from - infinity to x, of the Normal Probability Density function.

More information on the Normal Distribution is given on the Wikipedia Normal Distribution Page

NORMINV & NORM.INV Functions

In Excel 2010, the NORMINV function has been replaced by the NORM.INV function, which has improved accuracy.

Although it has been replaced, the Norminv function is still available in Excel 2010 (stored in the list of compatibility functions), to allow compatibility with earlier versions of Excel.

Basic Description

The Excel NORMINV function calculates the inverse of the Cumulative Normal Distribution Function for a supplied value of x, and a supplied distribution mean & standard deviation.

The format of the function is :

Where the function arguments are:

Excel uses an interative method to calculate the Norminv function and seeks to find a result, x, such that:

Inverse Normal Cumulative Distribution with mean = 5 & std. dev. = 2

Norminv Function Example

The chart on the right shows the the Inverse Normal Cumulative Distribution Function with a Mean of 5 and a Standard Deviation of 2.

If you want to calculate the value of this function when probability = 0.6, this can be done using the Excel Norminv function, as follows:

This gives the result 5.506694206.

Further information and examples of the Excel Norminv function can be found on the Microsoft Office website.

Trouble Shooting

If you get an error from your Excel Norminv function this is likely to be one of the following: