Inverse Normal Distribution Calculator
📊 Quantile function (invNorm) with graph
▸ Inverse x = —
▸ Corresponding z‑score = —
—
Understanding the inverse normal distribution (quantile)
The inverse normal distribution calculator finds the value (x) such that the cumulative probability to the left (or right) equals a given p. Used extensively in statistics, quality control, and growth charts worldwide.
- Inputs: probability (0–1), mean (μ), standard deviation (σ), tail direction.
- Outputs: x = μ + σ·z , where z is the inverse cumulative of standard normal.
- Applications: cutoff scores, reference intervals (WHO, CDC), risk assessment.
Reference values: world health & USA standards
Below are clinically important z‑scores and percentiles used by WHO and CDC. These are derived from the inverse normal distribution for a standard normal (μ=0, σ=1).
| Confidence level | Alpha (α) | z (two‑tailed) |
|---|---|---|
| 90% | 0.10 | 1.645 |
| 95% | 0.05 | 1.960 |
| 99% | 0.01 | 2.576 |
| z‑score | Weight (kg) | Percentile |
|---|---|---|
| -2 SD | 10.2 | 2.3rd |
| -1 SD | 11.5 | 15.9th |
| 0 (median) | 12.9 | 50th |
| +1 SD | 14.5 | 84.1th |
| +2 SD | 16.2 | 97.7th |
| Percentile | BMI | z‑score (approx) |
|---|---|---|
| 5th | 14.7 | -1.645 |
| 50th | 17.4 | 0.000 |
| 85th | 19.8 | 1.036 |
| 95th | 22.1 | 1.645 |
| p (left tail) | z | Use case |
|---|---|---|
| 0.500 | 0.000 | median |
| 0.750 | 0.674 | upper quartile |
| 0.900 | 1.282 | 90th percentile |
| 0.950 | 1.645 | 95th percentile (one‑tailed) |
| 0.975 | 1.960 | 97.5th percentile |
| 0.990 | 2.326 | 99th percentile |
How to use this inverse normal calculator (step‑by‑step)
- Enter probability (e.g., 0.95 for 95% cumulative).
- Set mean and SD according to your data (default 0,1 gives z).
- Choose lower tail (P(X ≤ x)) or upper tail (P(X ≥ x)).
- Adjust reference year — it personalizes the interpretation note.
- Watch the graph shade the area and display x, z‑score.
Worldwide relevance & country standards
Many countries adopt WHO growth standards (2006) or adjust local references. The inverse normal distribution underlies all z‑score tables. Our calculator uses the same mathematical core (jStat) as research tools.
Frequently asked questions (inverse normal distribution)
If you’re exploring different mathematical tools, you can start with the Inverse Laplace Calculator to quickly compute inverse Laplace transforms, or try the Inverse Laplace Transform Calculator for solving more detailed transform problems step by step. If you’re working with function relationships, the Inverse Function Calculator is also helpful for finding inverse functions instantly.