PROBNORM Function

Returns the probability from the standard normal distribution.

Category: Probability
Returned data type: DOUBLE

Syntax

PROBNORM(x)

Arguments

x

is a numeric random variable.

Data type DOUBLE

Details

The PROBNORM function returns the probability that an observation from the standard normal distribution is less than or equal to x.
Note: PROBNORM is the inverse of the PROBIT function.

Example

The following statement illustrates the PROBNORM function:
Statements
Results
select probnorm(1.96);
0.9750021049
Last updated: February 23, 2017