PROBIT Function

Returns a quantile from the standard normal distribution.

Category: Quantile

Syntax

PROBIT(p)

Required Argument

p

is a numeric probability.

Range 0 < 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.
Note: PROBIT is the inverse of the PROBNORM function.

Example

The following SAS statements produce these results.
SAS Statement
Result
x=probit(.025);
-1.959963985
x=probit(1.e-7);
-5.199337582