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InvNorm Calculator

Write down the values of probability, variance, and standard deviation in their designated fields to calculate confidence interval and inverse normal probability distribution through this calculator.

An 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.

What is Inverse Normal Distribution?

In statistics, the inverse normal distribution is an inverse working method of finding the value of x from a known probability. This is an informal term and does not involve any specific probability distribution.

Inverse Normal Formula

The Invnorm formula uses the following parameters:

• Probability (required parameter): Probability corresponding to a normal distribution.
• Mean (required parameter): Arithmetic mean of the distribution.
• Standard deviation (required parameter): Standard deviation of distribution.

$$f\left(x, μ, σ\right) = \dfrac{1}{ σ\sqrt{2 π}}\int_{- \inf}^{x} e\left(\dfrac{-\left(t-μ\right)^{2}}{2σ^{2}}\right)dt$$

Where,

μ = mean

σ = variance

x = independent variable

How does Invnorm Calculator Works?

An online inverse normal distribution calculator helps you to find inverse probability distribution by following steps:

Input:

• First, substitute the values for Probability, Mean, and Standard Deviation.
• Hit the calculate button.

Output:

• The inverse norm calculator displays the values for left, right, two tails and standard deviation with graph.

Reference

From the source of Wikipedia: Relation to original distribution, Reciprocal distribution, Inverse uniform distribution, Inverse t distribution, Reciprocal normal distribution.