What is the R equivalent to Excel's =2*NORMSDIST(2)

Question

In Excel =2*NORMSDIST(2) puts out ~1.96. How do I get that same value in R?

Answer 1

If you want to get the two-sided 95% confidence limit for a z-score, you would use =NORMSINV(0.975) (which is =NORMSINV(1 - (1-0.95)/2) ). The fact that your formula gives approximately the same number is nothing more than a coincidence.

The equivalent in R would be qnorm(0.975) or qnorm(1 - (1-0.95)/2) .

Answer 2

You can get that value in R with

2*pnorm(2)

The pnorm() function is the cumulative density function for a normal random variable

Which is consistent with the description of the Excel NORMDIST function

NORMSDIST(z) returns the probability that the observed value of a standard normal random variable will be less than or equal to z. A standard normal random variable has mean 0 and standard deviation 1 (and also variance 1 because variance = standard deviation squared).

Answer 3

R Equivalent for =NORMSDIST(2) is pnorm(2)

R Equivalent for =NORMSINV(0.95) is qnorm(0.95)