Excel Primer on Common Probability Distributions
Excel Primer on Common Probability Distributions
Returns the normal distribution for the specified mean and standard deviation. This function has a
very wide range of applications in statistics, including hypothesis testing.
Important: This function has been replaced with one or more new functions that may provide
improved accuracy and whose names better reflect their usage. Although this function is still
available for backward compatibility, you should consider using the new functions from now on,
because this function may not be available in future versions of Excel.
For more information about the new function, see NORM.DIST function.
Syntax
NORMDIST(x,mean,standard_dev,cumulative)
• Cumulative Required. A logical value that determines the form of the function. If
cumulative is TRUE, NORMDIST returns the cumulative distribution function; if FALSE, it
returns the probability mass function.
Remarks
• The equation for the normal density function (cumulative = FALSE) is:
• When cumulative = TRUE, the formula is the integral from negative infinity to x of the given
formula.
Example
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Data Description
Returns the inverse of the normal cumulative distribution for the specified mean and standard
deviation.
Note: This function has been replaced with one or more new functions that may provide improved
accuracy and whose names better reflect their usage. Although this function is still available for
backward compatibility, you should consider using the new functions from now on, because this
function may not be available in future versions of Excel.
For more information about the new function, see NORM.INV function.
Syntax
NORMINV(probability,mean,standard_dev)
Remarks
• If probability <= 0 or if probability >= 1, NORMINV returns the #NUM! error value.
• If mean = 0 and standard_dev = 1, NORMINV uses the standard normal distribution (see
NORMSINV).
Given a value for probability, NORMINV seeks that value x such that NORMDIST(x, mean,
standard_dev, TRUE) = probability. Thus, precision of NORMINV depends on precision of NORMDIST.
NORMINV uses an iterative search technique. If the search has not converged after 100 iterations,
the function returns the #N/A error value.
Example
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Data Description
=NORMINV(A2,A3,A4) Inverse of the normal cumulative distribution for the terms above 42.000002
NORMSINV function
Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of
zero and a standard deviation of one.
Important: This function has been replaced with one or more new functions that may provide
improved accuracy and whose names better reflect their usage. Although this function is still
available for backward compatibility, you should consider using the new functions from now on,
because this function may not be available in future versions of Excel.
For more information about the new function, see NORM.S.INV function.
Syntax
NORMSINV(probability)
Remarks
• If Probability <= 0 or if Probability >= 1, NORMSINV returns the #NUM! error value.
Given a value for Probability, NORMSINV seeks that value z such that NORMSDIST(z) = probability.
Thus, precision of NORMSINV depends on precision of NORMSDIST. NORMSINV uses an iterative
search technique. If the search has not converged after 100 iterations, the function returns the #N/A
error value.
Example
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Formula Description Result
Returns the Poisson distribution. A common application of the Poisson distribution is predicting the
number of events over a specific time, such as the number of cars arriving at a toll plaza in 1 minute.
Syntax
POISSON.DIST(x,mean,cumulative)
• Cumulative Required. A logical value that determines the form of the probability
distribution returned. If cumulative is TRUE, POISSON.DIST returns the cumulative Poisson
probability that the number of random events occurring will be between zero and x inclusive;
if FALSE, it returns the Poisson probability mass function that the number of events occurring
will be exactly x.
Remarks
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Data Description
2 Number of events
5 Expected mean
Returns the individual term binomial distribution probability. Use BINOM.DIST in problems with a
fixed number of tests or trials, when the outcomes of any trial are only success or failure, when trials
are independent, and when the probability of success is constant throughout the experiment. For
example, BINOM.DIST can calculate the probability that two of the next three babies born are male.
Syntax
BINOM.DIST(number_s,trials,probability_s,cumulative)
• Cumulative Required. A logical value that determines the form of the function. If
cumulative is TRUE, then BINOM.DIST returns the cumulative distribution function, which is
the probability that there are at most number_s successes; if FALSE, it returns the probability
mass function, which is the probability that there are number_s successes.
Remarks
• If number_s < 0 or number_s > trials, BINOM.DIST returns the #NUM! error value.
• If probability_s < 0 or probability_s > 1, BINOM.DIST returns the #NUM! error value.
where:
is COMBIN(n,x).
Example
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Data Description
This article describes the formula syntax and usage of the EXPON.DIST function in Microsoft Excel.
Returns the exponential distribution. Use EXPON.DIST to model the time between events, such as
how long an automated bank teller takes to deliver cash. For example, you can use EXPON.DIST to
determine the probability that the process takes at most 1 minute.
Syntax
EXPON.DIST(x,lambda,cumulative)
• Cumulative Required. A logical value that indicates which form of the exponential
function to provide. If cumulative is TRUE, EXPON.DIST returns the cumulative distribution
function; if FALSE, it returns the probability density function.
Remarks
Example
Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For
formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust
the column widths to see all the data.
Data Description
10 Parameter value