Normal distribution: value for a given failure probability
Given a mean, standard deviation and target failure probability F(t) = p, returns the corresponding value t.
Value, t-1.6445
Method & references
- Inverse standard normal distribution — value t for a given failure probability, the counterpart of t1_2a.htm.
The computation is a literal port of the original client-side JavaScript from /calculators/t1_2b.htm. Results are verified equal to the original by an automated golden-master test. No formula has been re-derived or “improved”.