InvNorm Calculator

The invnorm calculator determines the opposite normal probability distribution by sketching their graph. This calculator also evaluates the confidence interval along with their two tails and left-right values based on the probability, mean, and standard deviation.

What is Invnorm?

Invnorm is the short form of inverse normal distribution. It is defined as;

“It is the method of using the known probabilities in order to determine the reciprocal of a random variable and the z critical value in the normal distribution.”

It has a bell-shaped curve graph that illustrates the technique of working to find the x-value

Invnorm Formula:

For a given area below a certain value, the invnorm is used for calculating a known probability to determine the corresponding z-critical value in a normal distribution. 

By the below invnorm formula, you can find the inverse of normal distribution. 

$$ f(x)=\frac{1}{\sqrt{2\pi\sigma^2}}e^{-\displaystyle{\frac{(x-\mu)^2}{2\sigma^2}}} $$

Where:

• μ _ Arithmetic mean of the distribution
• σ _ variance that measures the dispersion 
• e _ Exponential functions
• x _ Independent variable

Steps To Use The Calculator?

The inverse normal distribution calculator works by taking some inputs into account. So, look at these points:

What To Do?

• Insert the value of the probability 
• Enter the mean and standard deviation 
• Tap “Calculate”

What You Get?

• Left, Right, and two tail values 
• Standard Deviation with the graph indication

References:

Wikipedia: Inverse distribution, Relation to original distribution, Examples.