asa241, a MATLAB code which computes the inverse of the Normal Cumulative Density Function (CDF), by Michael Wichura;

This is a version of Applied Statistics Algorithm 241.


The computer code and data files described and made available on this web page are distributed under the MIT license


asa241 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:


asa111, a MATLAB code which evaluates the percentage points of the Normal distribution.

prob, a MATLAB code which contains routines for evaluating and inverting the normal CDF, and many other distributions.

test_values, a MATLAB code which contains routines that store selected values of the normal CDF, and many other statistical distributions.


Original FORTRAN77 version by Michael Wichura; Matlab version by John Burkardt.


  1. Michael Wichura,
    Algorithm AS 241: The Percentage Points of the Normal Distribution,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 477-484.

Source Code:

Last revised on 12 January 2021.