NORM.INV Function

Basic Description

The Excel NORM.INV function calculates the inverse of the Cumulative Normal Distribution Function for a supplied value of x, and a supplied distribution mean & standard deviation. The Norm.Inv function is new in Excel 2010 and so is not available in earlier versions of Excel. However, the function is simply a new version of the Norminv function that is available in earlier versions of Excel.

Syntax: NORM.INV( probability, mean, standard_dev )

Where the function arguments are:

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

Excel uses an iterative method to calculate the Norm.Inv function and seeks to find a result, x, such that:

NORM.DIST( x, mean, standard_dev, TRUE ) = probability


Norm.Inv Function Example

Plot of Inverse Normal Cumulative Distribution Function with Mean=5 and Standard Deviation=2

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

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 Norm.Inv function, as follows:

=NORM.INV( 0.6, 5, 2 )

This gives the result 5.506694206.


Norm.Inv Function Errors

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

#NUM! Occurs if either:
–   the supplied probability argument is < 0 or > 1
–   the supplied standard_dev argument is ≤ 0
#VALUE! Occurs if any of the the supplied arguments are non-numeric.

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