Use this invnorm calculator to find the z-score corresponding to a given percentile in a normal distribution.
Inverse Normal Distribution Calculator
How to Use the Inverse Normal Distribution Calculator
To use this calculator, input the desired probability, mean (μ), and standard deviation (σ) of your normal distribution. Then click the “Calculate” button. The result will be the z-score that corresponds to the given probability under the normal distribution with your specified mean and standard deviation.
How the Calculator Works
The calculator uses the inverse normal distribution algorithm to find the z-score that corresponds to the given cumulative probability. It applies an approximation method that is suitable for probabilities close to the mean and uses a different approach for the lower and upper tails of the distribution to maintain accuracy.
Limitations
This calculator uses approximations to deliver the inverse normal distribution values. While these are generally accurate, extreme probabilities close to 0 or 1 may lead to less precise results. In addition, the results are limited to the precision of JavaScript’s floating-point arithmetic.