Enter the probability, mean, and standard deviation into the calculator to determine the inverse norm.
Inverse Norm Calculation Formula
The following formula is used to calculate the inverse norm:
Norm Inverse = μ + σ * sqrt(2) * erfinv(2 * P - 1)
Variables:
- Norm Inverse is the calculated inverse norm value.
- μ is the mean of the distribution.
- σ is the standard deviation of the distribution.
- P is the probability value.
To calculate the inverse norm, multiply the standard deviation by the square root of 2 and the inverse error function of twice the probability minus one, then add the mean.
What is Inverse Norm Calculation?
Inverse norm calculation refers to the process of determining the value of the variable in a normal distribution given a specific probability. This involves understanding the mean, standard deviation, and the probability value. Proper inverse norm calculation is essential in fields such as statistics, finance,