PROBIT Function

Arguments

p

is a numeric probability.

Range:

0 < p < 1

The PROBIT function returns the p^th 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.  

x=probit(.025);

-1.959963985

x=probit(1.e-7);

-5.199337582

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