IDAX.QNORM - Inverse standard normal distribution

The QNORM function returns the value x of a variable that follows the standard normal distribution for which the probability of being smaller or equal to x is equal to the specified percentage.

Syntax

IDAX.QNORM(DOUBLE percentage)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QNORM(percentage) is null.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE

If PNORM(x)=perc, QNORM(perc)=x for all x values.

Returned information

DOUBLE the point x where PNORM(x)=percentage.