Statistical

NORM.S.INV Formula

Returns the inverse of the standard normal cumulative distribution (mean=0, standard deviation=1). This is the z-score corresponding to a given cumulative probability. Use it to find critical values for hypothesis tests or to convert percentile ranks into z-scores.

Syntax

NORM.S.INV(probability)
ParameterDescription
probability Parameter of the NORM.S.INV function.
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Examples

Z-score for 95th percentile

Formula
=NORM.S.INV(0.95)
Returns 1.6449. This is the z-value below which 95% of the standard normal distribution falls.

Critical value for two-tailed 99% CI

Formula
=NORM.S.INV(0.995)
Returns 2.5758. Use this as the critical z-value for the upper tail of a 99% confidence interval.

Lower quartile z-score

Formula
=NORM.S.INV(0.25)
Returns -0.6745. 25% of observations fall below this z-score in a standard normal distribution.

Common Errors

#NUM!

Probability must be strictly between 0 and 1. Passing 0 or 1 exactly returns an error because the inverse is undefined at those extremes.

#VALUE!

Returned if the probability argument is text or a non-numeric value.

Tips

Build confidence intervals manually

Use =mean + NORM.S.INV(0.975) * (std/SQRT(n)) to construct a 95% confidence interval upper bound for a sample mean.

Convert percentile to raw score

To go from percentile to a real-world value: raw_score = mean + NORM.S.INV(percentile) * std_dev.

Symmetry property

NORM.S.INV(p) = -NORM.S.INV(1-p). So the z-score for the 5th percentile is the negative of the z-score for the 95th percentile.

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