More about this Inverse Cumulative Standard Normal Probability Calculator

This Inverse Cumulative Standard Normal Probability Calculator will compute for you a score $z$ so that the cumulative standard normal probability is equal to a certain given value $p$. Mathematically, we find $z$ so that $\Pr(Z \le z) = p$.

Example: Assume that $Z$ has a standard normal distribution variable. Let us assume we want to compute the $z$ score so that the cumulative normal probability distribution is 0.89. The z-score associated to a cumulative probability of 0.89 is

$$z_c = \Phi^{-1}(0.89) = 1.227$$

This value of $z_c = 1.227$ can be found with Excel, or with a normal distribution table. Follow this link to compute normal probabilities

For a more general normal distribution, you can use this cumulative distribution grapher for generic normal distributions to instead compute cumulative values.