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PROBIT

PROBIT


Returns a quantile from the standard normal distribution

Category: Quantile

Syntax
Arguments
Details
Examples

Syntax

PROBIT(p)

Arguments

p
is a numeric probability.
Range: 0 [le] p < 1

Details

The PROBIT function returns the pth quantile from the standard normal distribution. The probability that an observation from the standard normal distribution is less than or equal to the returned quantile is p.

CAUTION:
The result could be truncated to lie between -8.222 and 7.941.   [cautionend]

Note:   PROBIT is the inverse of the PROBNORM function.  [cautionend]

Examples

SAS Statements Results 
x=probit(.025);
 
-1.959963985
 
x=probit(1.e-7);
 
-5.199337582


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