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Inverse Normal (Percentile to Value) Calculator

Find the value that matches a cumulative probability.

Inputs

Results

Value124.6728
Z-score1.644854

Chart

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Describe what you want to find β€” β€œcritical value” β€” and jump to the right calculator.

How to use the inverse normal calculator

Find the value that matches a cumulative probability. Enter mean, standard deviation, cumulative probability in the fields above; the value, z-score are computed instantly and plotted on the chart so you can see how the answer changes.

Formula

Value = mu+s Γ— norminv(p)
Z-score = norminv(p)

Variables

  • mu β€” Mean
  • s β€” Standard deviation
  • p β€” Cumulative probability

Worked example

With mean = 100, standard deviation = 15, cumulative probability = 0.95, the calculator gives value β‰ˆ 124.6728; z-score β‰ˆ 1.644854.

Frequently asked questions

What is the formula for the inverse normal calculation?

Value = mu+s Γ— norminv(p). Z-score = norminv(p). Here mu is mean, s is standard deviation, p is cumulative probability.

What inputs do I need for the inverse normal (percentile to value) calculator?

You need mean, standard deviation, cumulative probability. Each field is pre-filled with a typical example so you can see how the result responds as you edit the numbers.

How do I use this calculator?

Type values into the input fields. Results and the chart update instantly. Use Reset to restore the example values, Copy results to paste them elsewhere, or Share to copy a link that preserves your inputs.

Is the result exact?

Calculations use standard formulas and double-precision arithmetic, then display about seven significant figures. Real-world measurements carry uncertainty, so treat results as estimates unless your inputs are exact.

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