Inverse Normal (Critical z / Percentile) Calculator

Find the value x and z-score for a given cumulative probability or percentile in a normal distribution.

Results

z—
x—
Two-tailed critical z (±)—

How to use the Inverse Normal

  1. Enter or select: Cumulative probability P(X < x), Mean μ, Standard deviation σ.
  2. The results (z, x, Two-tailed critical z (±)) are calculated instantly as you type.
  3. Use “Copy link” to share the calculation with the same input values.

Formula

  • x = μ + σ·Φ⁻¹(p)