Daily DAX : Day 301 NORM.S.INV

NORM.S.INV DAX Function

Description

The NORM.S.INV function in Power BI DAX (Data Analysis Expressions) returns the inverse of the standard normal cumulative distribution for a specified probability. It calculates the z-score (standard normal deviate) corresponding to a given probability in a standard normal distribution (mean = 0, standard deviation = 1).

Syntax

NORM.S.INV(probability)
  • probability: A number between 0 and 1 (exclusive), representing the probability associated with the standard normal distribution.

Return Value

A real number representing the z-score for the given probability.

Use Case

NORM.S.INV is used in statistical analysis to find critical values or thresholds for a standard normal distribution. Common scenarios include:

  • Confidence Intervals: Calculate z-scores for confidence levels (e.g., 95% confidence corresponds to a z-score of approximately 1.96).
  • Hypothesis Testing: Determine critical values for z-tests.
  • Risk Analysis: Model thresholds for probabilities in finance or quality control.

Example

Suppose you want to find the z-score for a 95% probability in a standard normal distribution:

ZScore = NORM.S.INV(0.95)

Result: Approximately 1.645, meaning 95% of the standard normal distribution lies below this z-score.

Notes

  • probability must be between 0 and 1 (exclusive). Otherwise, NORM.S.INV returns an error.
  • Use with other DAX functions to perform advanced statistical calculations in Power BI.

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