Wauvel

Excel like a finance pro.

← The library

Statistical function

NORM.S.INV

Returns the inverse of the standard normal cumulative distribution: the z-score for a probability.

OccasionalDifficulty 1400 · AdvancedUsage rank #218 of 520
Practice · 2 questions →

When to use it

The z-score at a given cumulative probability of the standard normal. The source of every 1.645, 1.96, and 2.326 in a statistics table.

The shape of it

Syntax
=NORM.S.INV(probability)
Example
=NORM.S.INV(0.975)

Worked examples

  • The 1.96

    =NORM.S.INV(0.975) 1.959963985

    The 95% two-sided critical value.

  • Median

    =NORM.S.INV(0.5) 0

    The median.

  • One-sided 99%

    =NORM.S.INV(0.99) 2.326347874

    The 99% one-sided value.

Worth knowing

  • Returns 1.96 for 0.975, the familiar 95% two-tailed critical value.
  • Safety stock multiplier for a service level: NORM.S.INV(service level).
  • Value at risk uses NORM.S.INV(1-confidence).
  • Random z-scores: NORM.S.INV(RAND()).

Where it goes wrong

  • #NUM! for probability of 0, 1, or outside that range.
  • Replaces NORMSINV.

Related

Learn the moves here — or let Wauvel run them on your numbers.

Meet your AI CFO →

One CFO-grade Excel tip a week

A short, practical email for finance operators — functions, shortcuts, and the moves that save an afternoon. Free, unsubscribe anytime.