Excel - NORM.S.DIST Function



NORM.S.DIST Function

The NORM.S.DIST function is listed under the Excel Statistical function and is based on the normal distribution. It returns the standard normal distribution only when the standard deviation is 1 and the mean is 0. This function is generally used in Finance modeling, stock markets, statistical analysis, hypothesis testing, and evaluating probabilities in risk and incident management. For example, predicting the probabilities of a variable that falls between the z values.

Compatibility

This advanced Excel function is compatible with the following versions of MS Excel

  • Excel for Microsoft 365
  • Excel for Microsoft 365 for Mac
  • Excel for the web
  • Excel 2024
  • Excel 2024 for Mac
  • Excel 2021
  • Excel 2021 for Mac
  • Excel 2019
  • Excel 2016
  • Excel 2013
  • Excel 2010

Syntax

The syntax of the NORM.S.DIST function is as follows:

=NORM.S.DIST(z,cumulative)

Arguments

You can use the following arguments with the NORM.S.DIST function −

Argument Description Required/ Optional
Z A numeric value to retrieve the distribution. Required
Cumulative

A Boolean value that tells the function's form.

If cumulative is TRUE, then the function returns the cumulative distribution function.

If cumulative is FALSE, then the function receives the probability mass function.

Required

Points to Remember

  • The mathematical equation for the standard normal density function is −
f(z)=12x−−√e−z22f(z)=12xe−z22
  • If the z argument contains a non-numeric value, then the NORM.S.DIST function returns the #VALUE! error.

Examples of NORM.S.DIST Function

Practice the following examples to learn the use of the NORM.S.DIST function in Excel.

Example 1: How to Calculate the Standard Normal Distribution using the NORM.S.DIST Function

In this example, we will compute the NORM.S.DIST function by providing the z value and cumulative argument as inputs.

Solution

Step 1 − First, assume the sample dataset where the z is 1.5 and cumulative is True. Select the C4 cell, write the formula =NORM.S.DIST(C2,C3) and press the Enter tab.

NORM.S.DIST Function1

Therefore, the NORM.S.DIST function returns 0.933192799 representing the cumulative distribution.

Step 2 − Furthermore, to calculate the probability density function, you can alter the Cumulative value and set it to False. Double-click on the C5 cell, write the formula =NORM.S.DIST(C2,FALSE), and hit the "Enter" key.

NORM.S.DIST Function2

Therefore, the NORM.S.DIST function retrieves the 0.129517596 representing the height of the standard normal distribution at z equals 1.5.

NORM.S.DIST Function3

Example 2

If the z argument contains a non-numeric value, then the NORM.S.DIST function returns the #VALUE! error.

Solution

First, switch to the Sheet2 and write the formula =NORM.S.DIST("ID",TRUE) in the B3 cell. In this expression, z contains a text value "ID" is invalid.

NORM.S.DIST Function4

After pressing the "Enter" key, the NORM.S.DIST function yields an #VALUE! error.

NORM.S.DIST Function5

Note − You may edit the z value and set the numeric value to get the correct result.

Download Practice Sheet

You can download and use the sample data sheet to practice the NORM.S.DIST function.

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