PROBIT Function

Returns a quantile from the standard normal distribution.

Category: Quantile
Returned data type: DOUBLE
Syntax
Arguments
Details
Example

Syntax

PROBIT(p)

Arguments

p

is a numeric probability.

Range 0 < p < 1
Data type DOUBLE

Details

The PROBIT function returns the pth quantile from the standard normal distribution. The probability that an observation from the standard normal distribution is less than or equal to the returned quantile is p.
CAUTION:
The result could be truncated to lie between -8.222 and 7.941.
Note: PROBIT is the inverse of the PROBNORM function.

Example

The following statements illustrate the PROBIT function:
Statements
Results
 
select probit(.025);
 
-1.959963985
 
select probit(1.e-7);
 
-5.199337582
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Last updated: February 23, 2017