invcdf

Returns the standard normal value for a given cumulative (Gaussian) probability.

Syntax

invcdf(x)

Argument

x

The probability of interest.

0 ≤ x ≤ 1

Example

Templex Expression	Result
invcdf(.5) =	0
The standard normal value for an event with cumulative probability of 50% is 0.

Comments

Gaussian Probability Function:(1)