Skip to main content

Notifications

Community site session details

Community site session details

Session Id :
Power Apps - Power Query
Answered

Derive Sigma Value

(1) ShareShare
ReportReport
Posted on by 258
Hi,
 
I need formula in PowerApps, which calculates Inverse of standard normal cumulative distribution, given a probability.
In Excel there is a formula NORMSINV, but nothing of this type in PowerApps.
 
tried using - 
    -Sqrt(-2 * Ln(p)) * (2.515517 0.802853 * Sqrt(-2 * Ln(p)) 0.010328 * (-2 * Ln(p))) / (
        1 1.432788 * Sqrt(-2 * Ln(p)) 0.189269 * (-2 * Ln(p)) 0.001308 * (-2 * Ln(p))^(3/2))
 
where p is the probability value, but the output does not match with the Excel output.
Please help. An Excel file is attached for reference.
 
Regards
Categories:
  • Verified answer
    stampcoin Profile Picture
    2,177 on at
    Derive Sigma Value
    @Sam70 Hi,
    You can try this: 
    this should be from  Peter J. Acklam’s algorithm.
    /* Put this in, say, the Text property of a Label (or wherever you need it).
       Replace with your probability value (0<p<1).
    
    With(
        {
            p: ProbabilityValue, //you can pass for example value from TextInput
            p_low: 0.02425,              /* split-points */
            p_high: 0.97575,
    
            /* coefficients for central region */
            a1: -3.969683028665376E+01,  a2:  2.209460984245205E+02,
            a3: -2.759285104469687E+02,  a4:  1.383577518672690E+02,
            a5: -3.066479806614716E+01,  a6:  2.506628277459239E+00,
            b1: -5.447609879822406E+01,  b2:  1.615858368580409E+02,
            b3: -1.556989798598866E+02,  b4:  6.680131188771972E+01,
            b5: -1.328068155288572E+01,
    
            /* coefficients for tails */
            c1: -7.784894002430293E-03, c2: -3.223964580411365E-01,
            c3: -2.400758277161838E+00, c4: -2.549732539343734E+00,
            c5:  4.374664141464968E+00, c6:  2.938163982698783E+00,
            d1:  7.784695709041462E-03, d2:  3.224671290700398E-01,
            d3:  2.445134137142996E+00, d4:  3.754408661907416E+00
        },
        /* guard against p=0 or 1 */
        If(
            p <= 0,
            -1e10,
            If(
                p >= 1,
                1e10,
    
                /* now the 3 regions */
                If(
                    p < p_low,
                    /* lower tail */
                    With(
                        { q: Sqrt(-2 * Ln(p)) },
                        -(
                            (((( (c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6)
                            /
                            (((( (d1 * q + d2) * q + d3) * q + d4) * q + 1))
                        )
                    ),
    
                    If(
                        p <= p_high,
                        /* central region */
                        With(
                            { q: p - 0.5, r: (p - 0.5) * (p - 0.5) },
                            (
                                (((( (a1 * r + a2) * r + a3) * r + a4) * r + a5) * r + a6)
                                * q
                            )
                            /
                            (
                                (((( (b1 * r + b2) * r + b3) * r + b4) * r + b5) * r + 1)
                            )
                        ),
    
                        /* upper tail */
                        With(
                            { q: Sqrt(-2 * Ln(1 - p)) },
                            (
                                (((( (c1 * q + c2) * q + c3) * q + c4) * q + c5) * q + c6)
                                /
                                (((( (d1 * q + d2) * q + d3) * q + d4) * q + 1))
                            )
                        )
                    )
                )
            )
        )
    )
    
     

Under review

Thank you for your reply! To ensure a great experience for everyone, your content is awaiting approval by our Community Managers. Please check back later.

Helpful resources

Quick Links

Michael Gernaey – Community Spotlight

We are honored to recognize Michael Gernaey as our June 2025 Community…

Congratulations to the May Top 10 Community Leaders!

These are the community rock stars!

Announcing the Engage with the Community forum!

This forum is your space to connect, share, and grow!

Leaderboard >

Featured topics