The Excel NORMSINV Function

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Related Functions:  NORMINV NORMSDIST

Standard Normal Cumulative Distribution

The Standard Normal Distribution is a simplified version of the Normal Distribution Function which arises when the mean of the distribution is 0 and the standard deviation is 1.

Therefore, the Excel Norm.S.Inv function is the same as the Norm.Inv function with the mean and standard_dev arguments set to 0 and 1 respectively.

The Standard Normal Cumulative Distribution function and the Inverse of this function are shown in the graphs below:

Standard normal cumulative distribution function

Inverse cumulative distribution function

Basic Description

The Excel NORMSINV function calculates the inverse of the Standard Normal Cumulative Distribution Function for a supplied probability value.

The format of the function is :

Where probability is the probability value (between 0 and 1), for which you want to calculate the inverse of the standard normal cumulative distribution function.

Note that Excel uses an interative method to calculate the Normsinv function and seeks to find a result, z, such that NORMSDIST( z ) = probability.

Normsinv Function Examples

The spreadsheet below shows examples of the Excel Normsinv Function, used to calculate the inverse of the Standard Normal Cumulative Distribution Function for 3 different probability values.

The formulas are shown in the spreadsheet on the left and the results are shown in the spreadsheet on the right.

Formulas

Results

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

Trouble Shooting

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