norm_inv
Inverse normal CDF (quantile function).
Syntax
Section titled “Syntax”v = norm_inv(probability, mean, standard_dev)Description
Section titled “Description”Returns the value x such that norm_dist(x, mean, sd, true) = probability. The inverse of the normal CDF.
Example
Section titled “Example”norm_inv(0.975, 0, 1) % ≈ 1.96See also
Section titled “See also”norm_dist— Normal-distribution PDF or CDF.norm_s_inv— Inverse standard-normal CDF.