Easily calculate the X-value corresponding to a specific cumulative probability in a normal distribution. Our Inverse Normal Distribution Calculator helps you determine the data point given the mean, standard deviation, and a desired probability.
Formula:
The inverse normal distribution function, often denoted as Φ⁻¹(p, μ, σ), determines the value 'x' below which a given cumulative probability 'p' occurs in a normal distribution.
The underlying relationship is:
X = μ + Z × σ
Where:
- X is the value (data point) we want to find.
- μ (mu) is the mean of the distribution.
- σ (sigma) is the standard deviation of the distribution.
- Z is the Z-score corresponding to the cumulative probability p in a standard normal distribution (mean=0, std=1).