Statistics & probability
Normal percentile value
Find the value below which a chosen share of a normal distribution lies.
A clear answer. Here’s how.
Numerically inverts the standard normal cumulative probability, then applies mean + z × standard deviation. Probability must lie strictly between 0 and 1 within the displayed bounds. A distribution percentile differs from the empirical percentile of a finite dataset.
See a worked example
Worked example
A fixed demonstration, separate from the values you enter above.
- Cumulative probability (0–1)
- 0.975
- Distribution mean
- 0
- Distribution standard deviation
- 1
Example result
- Normal percentile value
- 1.95996398454
- Standard normal quantile
- 1.95996398454
- Cumulative probability
- 0.975