Inverse Normal (Critical z / Percentile) Calculator
Find the value x and z-score for a given cumulative probability or percentile in a normal distribution.
How to use the Inverse Normal
- Enter or select: Cumulative probability P(X < x), Mean μ, Standard deviation σ.
- The results (z, x, Two-tailed critical z (±)) are calculated instantly as you type.
- Use “Copy link” to share the calculation with the same input values.
Formula
- x = μ + σ·Φ⁻¹(p)