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.