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:

SELECT [wctStatistics].[wct].[NORMSINV] (

<@P, float,>)

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**.

float

· 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

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)