NORMSINV probability function [recreate from Excel]

[ChrisOC]

I'm looking for a custom function (or help with a formula to build one) for the Excel probability function NORMSINV [ inverse of the standard normal cumulative distr]. There is one out there for NORMSDIST. But I need the inverse function. Not knowing much about probability functions, I don't know if I can somehow make that one work? Has anyone run across the NORMSINV function in FileMaker?

[comment]

This is an approximation, adapted from Abramowitz and Stegun, Formula 26.2.23:

NORMSINV ( p ) =

Let ( [

q = Case ( p < 0.5 ; p ; 1 - p ) ;

t = Sqrt ( Ln ( 1 / q^2 ) ) ;



c0 = 2.515517 ;

c1 = 0.802853 ;

c2 = 0.010328 ;



d1 = 1.432788 ;

d2 = 0.189269 ;

d3 = 0.001308 ;



c = c0 + c1 * t + c2 * t^2 ;

d = 1 + d1 * t + d2 * t^2 + d3 * t^3 ;

x = t - c / d

] ;

Case ( p < 0.5 ; -x ; p = 0.5 ; 0 ; x )

)