Function: NORMSINV

by | Feb 2, 2021 | Excel Formulas

Excel NORMSINV Function

NORMSINV Excel formula is a Statistical function that calculates the inverse of the standard normal cumulative distribution of a specific probability. The standard normal distribution is a type of normal distribution with a mean of zero (0) and a standard deviation of one (1). In this guide, we’re going to show you how to use the NORMSINV function and also go over some tips and error handling methods.

Supported versions

  • All Excel versions
  • Microsoft has effectively replaced this function with the NORM.S.INV function in Excel 2010 and newer versions. It is kept for backwards compatibility. We recommend instead using the NORM.S.INV function if you have Excel 2010 or a newer version.

Syntax

NORMSINV(probability)

Arguments

probability The probability value corresponding to the standard normal distribution.

NORMSINV Function Examples

Probability density function

The NORMSINV function calculates the value which proves the standard cumulative normal distribution function using the specified mean and standard deviation values. Essentially, Excel returns the value for the statement NORM.S.DIST(z, TRUE) = probability.

Please also see the NORM.S.DIST function to find more information about normal distribution and other examples.

=NORM.S.INV(0.11,26.44,11.17)

Excel NORMSINV Function

=NORMSINV(NORM.S.DIST(0.69,TRUE)) returns 0.69

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NORMSINV Function Tips

  • We recommend not using the NORMSINV function unless your Excel version is older than 2010. The NORM.S.INV function performs better in most scenarios and is newer.
  • You can use the STDEV.P or STDEV.S functions to calculate the standard deviation for the entire population or a sample, respectively.
  • You can use the AVERAGE function to calculate the mean of a data set.
  • Similar functions that can help you calculate normal distributions:
    • NORM.DIST function returns the normal distribution.
    • NORM.S.DIST function returns the standard normal distribution.
    • NORM.INV function returns the inverse of the cumulative normal distribution.

Common Issues

  • You will get a #NUM! error value;
    • If the standard_dev argument is ≤ 0
    • If probability ≤ 0 or if probability ≥ 1