Enter the cumulative probability, mean, and standard deviation to calculate the corresponding Z-score or X-value.
The online invnorm calculator helps you to compute the inverse normal probability distribution and confidence interval for the given values. It also displays a graph for confidence level, left, right and two tails on the basis of probability, mean, standard deviation.
In statistics, the inverse normal distribution is a technique used to find the z-score or X value for the given cumulative probability within a normal distribution. The inverse normal distribution helps to find the value for a probability. Meanwhile, it reverses the process of standard normal distribution where you get the probability for the given value.
The Invnorm formula uses the following parameters:
In simple words, the inverse normal function is the inverse of the cumulative distribution function (CDF) of the normal distribution. The inverse normal distribution uses these parameters within its calculations, which are based on the relationship with the CDF. The CDF formula is:
f(x, μ, σ) = (1 / (σ√(2π))) ∫x-∞ e-((t - μ)² / (2σ²)) dt
Where,
While the cumulative distribution function (CDF) of the normal distribution has a defined formula. No formula is available to find the inverse normal distribution directly. Therefore, it relies on complex numerical methods and algorithms, which are implemented to approximate the results.
Our online inverse normal distribution calculator helps you to find inverse probability distribution by following these steps:
The inverse normal distribution informs about a specific value (like a score or measurement) associated with a given probability or percentile.
References:
From the source of Wikipedia: Reciprocal normal distribution.
From the source of library.fiveable.me: Inverse Normal Distribution.
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