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Implementing NORM.INV in Power Query

Imke Feldmann has another function to implement:

The Excel NORM.INV function returns the inverse of the normal cumulative distribution for the specified mean and standard deviation. So unlike theĀ NORM.DIST function, that returns the probability of a threshold value to occur under the normal distribution (in CDF mode), this function returns the threshold value that matches a given probability.

Click through for the function definition.