Inverse Normal Distribution Calculator | Free Stats

Inverse Normal Distribution Calculator

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What is Inverse Normal Distribution?

Inverse Normal Distribution is a statistical method used to find a value (x) that corresponds to a specific probability in a normal distribution. It's essentially the reverse process of finding probabilities from z-scores. This distribution is widely used in statistics, quality control, and financial analysis to determine critical values and confidence intervals.

How to Use Inverse Normal Distribution Calculator

  1. Enter the probability value between 0 and 1 in the first input field. This represents the area to the left of the desired x-value under the normal curve.
  2. Input the mean (μ) of your normal distribution. This represents the center of your distribution.
  3. Specify the standard deviation (σ) which determines the spread of your distribution.
  4. Click the calculate button to obtain your results.
  5. Review the calculated x-value and its interpretation in the results section.
  6. Examine the visual representation on the graph, where the red line indicates your calculated x-value.
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