The Problem (Q-score 9, ranked #147th of 303 in the Excel VBA archive)
The scenario as originally posted in 2010
I’m running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, average, standard deviation) and returns the inverse of the cumulative distribution.
I’d like to move my code into a web app, but that will require installing Excel on the server. Does anybody know of a C# statistics library that has an equivalent function to NORM.INV?
Why community consensus is tight on this one
Across 303 Excel VBA entries in the archive, the accepted answer here holds niche answer (below median) status — meaning voters are unusually aligned on the right fix.
The Verified Solution — niche answer (below median) (+7)
3-line Excel VBA pattern (copy-ready)
Meta.Numerics has exactly what you are looking for. Here is the code to do it using that library:
Distribution n = new NormalDistribution(mean, standardDeviation);
double x = n.InverseLeftProbability(probability);
If you are doing this in order to generate normal deviates, the GetRandomValue function is even faster.
When to Use It — vintage (14+ years old, pre-2013)
Ranked #147th in its category — specialized fit
This pattern sits in the 98% tail relative to the top answer. Reach for it when your scenario closely matches the question title; otherwise browse the Excel VBA archive for a higher-consensus alternative.
What changed between 2010 and 2026
The answer is 16 years old. The Excel VBA object model has been stable across Office 2013, 2016, 2019, 2021, 365, and 2024/2026 LTSC, so the pattern still compiles. Changes that might affect you: 64-bit API declarations (use PtrSafe), blocked macros in downloaded files (Mark-of-the-Web), and the shift toward Office Scripts for web-first workflows.