Inverse Normal Distribution Calculator (InvNorm)

Your details

Choose which area of the curve is described by your probability. Left-tailed is the most common; two-tailed modes are used for confidence intervals and hypothesis testing.
The cumulative area (0 to 1) under the curve. For left-tailed, this is P(X < x). For right-tailed, this is P(X > x).
The center of the normal distribution. Use 0 for a standard normal distribution.
The spread of the distribution. Use 1 for a standard normal distribution. Must be greater than 0.
x-valueWithin 2 SDs of the mean
1.6449

The value in the original distribution units corresponding to p

z-score1.6449
Density at x (PDF)0.103136
1.644995.0% below · z-score

x = 1.6449, z = 1.6449

  • 95.0% of the distribution lies below x = 1.6449 (z = 1.6449).
  • The 2-sigma rule: roughly 95.4% of data falls within 2 SDs. A z of 1.96 is the classic 95% two-tailed cutoff.

Next stepUse the normal distribution CDF calculator to reverse this operation: enter an x-value and get the cumulative probability.

 = Powered by OnlyCalculators