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norminv

Inverse cumulative distribution function for normal distribution

norminv(p, mu, sigma)

  • The input arrays mu, sigma and p should have the same sizes. They contain, respectively, means and standard deviations of the inverse CDFs being evaluated, and probabilities at which the inverse CDFs are evaluated.
  • If one of the inputs is a scalar, it would be expanded to match the sizes of the other inputs.
  • It returnsNaN for negative elements of sigma, and for elements of p that are < 0 or > 1.
  • It returns Inf for element of p equal to 1.