ERFINV

Purpose:

Returns the inverse error function.

ERFINV(y)

A real or series.

A real or series, the inverse error function x where y = erf(x) for -1 <= y <= 1 and -∞ <= x <= ∞.

erfinv(.2)

returns 0.17914345, the inverse error function of 0.2.

erf(erfinv(.2))

returns 0.2, indicating that ERF and ERFINV are inverse functions.

erfinv(-1..0.01..1);

xlabel("x");ylabel("erfinv(x)");label("Inverse Error Function");

returns 201 samples of erfinv(x).

ERFINV uses the built-in INVPROBN function to find the z value for a given probability value of a normal distribution.

erf(erfinv(x)) == x

erfinv(x) == invprobn((x+1)/2) / sqrt(2)