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invnor(P [,upper:T or lower:F]), P REAL with elements of P between 0 and
  1, df > 0

Keywords: probabilities, confidence intervals
invnor(P) computes the quantiles (probability points, critical values)
of the normal distribution corresponding to each element of P. P must be
a REAL vector or array with elements between 0 and 1.  The result has
the same size and shape as P.

invnor(P,upper:T) and invnor(P,lower:F) compute upper tail quantiles of
the standard normal distribution.  The result is mathematically
equivalent to invnor(1 - P) but may be more accurate for small P.

A critical value for a two-tail Z-test with significance level alpha or
for a 1-alpha confidence interval may be computed as invnor(alpha/2,
upper:T) or invnor(1-alpha/2).

Critical values for a one-tail Z-test with significance level alpha are
computed as invnor(alpha) (lower tail test) and invnor(alpha,upper:T) or
invnor(1-alpha) (upper tail test).

invnor() is the inverse of cumnor() in the sense that invnor(cumnor(z))
should be the same as z within rounding error and cumnor(invnor(P))
should be the same as P within rounding error.

See also cumnor(), rnorm()

Gary Oehlert 2003-01-15