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 GNU LGPL 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.