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XLeratorDB/statistics Documentation

SQL Server NORMSINV function documentation


NORMSINV
 
Updated: 01 February 2009 

Use NORMSINV to calculate the inverse of the standard normal cumulative distribution function. The equation for the cumulative distribution function is:
 
 NORMSINV
Syntax
SELECT [wctStatistics].[wct].[NORMSINV] (
   <@P, float,>)
Arguments
@P
is a probability corresponding to standard normal distribution. @P is an expression of type float or of a type that can be implicitly converted to float
Return Types
float
Remarks
·         If @P < 0 or @P > 1, NORMSINV returns an error
·         NORMSINV uses root-finding algorithms and iteration to solve for NORMSDIST(NORMINV(@Probability)) - @Probability = 0to eight decimal places
 
Examples

select
wct.NORMSINV(0.841344746068543)

This produces the following result
 
----------------------
1.00000000092742
 
(1 row(s) affected)
 

select
round(wct.NORMSDIST(wct.NORMSINV(0.841344746068543))-0.841344746068543, 9)

This produces the following result
 
----------------------
0
 
(1 row(s) affected)
See Also


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