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:
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