qnorm

Inverse of the standard-normal cumulative distribution function.

Implements Acklam’s rational approximation (2003), accurate to about 1.15e-9 across the unit interval, including the tails. Inputs at or outside the open interval (0, 1) panic so callers do not silently receive an undefined result.

Usage

qnorm(
  p,
)

Parameters

Parameter Default Description
p Probability in the open interval (0, 1).

Returns

Quantile z such that P(Z <= z) = p for Z ~ N(0, 1).

Examples

The 97.5th percentile is the canonical 1.96 normal quantile used in two-sided 95% intervals.

#let z = qnorm(0.975)
// z ≈ 1.96

Use qnorm to derive a custom symmetric confidence multiplier for any level.

#let level = 0.99
#let mult = qnorm(0.5 + level / 2)
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