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This article describes the CHIINV function in Microsoft Office Excel 2003 and in later versions of Excel and discusses an improvement in Excel 2003 and in later versions of Excel that can affect results in extreme cases when compared with earlier versions of Excel.
CHIINV(p, df) is the inverse function for CHIDIST(x, df). For any particular x, CHIDIST(x, df) returns the probability that a Chi-Square-distributed random variable with df degrees of freedom is greater than or equal to x.
The CHIINV(p, df) function returns the value x where CHIDIST(x, df) returns p. Therefore, CHIINV is evaluated by a search process that returns the appropriate value of x by evaluating CHIDIST for various candidate values of x until it finds a value of x where CHIDIST(x, df) is "acceptably close" to p.
Note In this example, p is a probability with 0 < p < 1 and df >= 1 is the number of degrees of freedom. Because in practice df is an integer; if a non-integer value is used, Excel will truncate it (round it down) to an integer value.
Example of usageTo illustrate the CHIINV function, create a blank Excel worksheet, copy the following table, select cell A1 in your blank Excel worksheet, and then paste the entries so that the table fills cells A1:F21 in your worksheet.
After you paste this table into your new Excel worksheet, click the Paste Options button, and then click Match Destination Formatting. With the pasted range still selected, use one of the following procedures, as appropriate for the version of Excel that you are running:
Collapse this tableExpand this table
Note 1 This example comes from the long out of print text: Bell, C.E., Quantitative Methods for Administration, Irwin, 1977.
Results in earlier versions of ExcelCHIINV(p, df) is found through an iterative process that repeatedly evaluates CHIDIST(x, df) and returns a value of x such that CHIDIST(x, df) is "acceptably close" to p. Therefore accuracy of CHIINV depends on the following factors:
Results in Excel 2003 and in later versions of ExcelNo changes were made to CHIDIST in Excel 2003 and in later versions of Excel. The only change that affects CHIINV was to redefine "acceptably close" in the search process to be much closer. The search now continues until the closest possible value of x is found (in the limits of Excel's finite precision arithmetic). The resulting x should have a CHIDIST(x, df) value that differs from p by about 10^(-15).
ConclusionsMany inverse functions have been improved for Excel 2003 and for later versions of Excel. Some have been improved for Excel 2003 and for later versions of Excel only by continuing the search process to gain a higher level of refinement. This set of inverse functions includes the following functions: BETAINV, CHIINV, FINV, GAMMAINV, and TINV.
No modifications were made to the respective functions that are called by the following inverse functions: BETADIST, CHIDIST, FDIST, GAMMADIST, and TDIST.
Additionally, this same improvement in the search process was made for NORMSINV in Microsoft Excel 2002. For Excel 2003 and for later versions of Excel, accuracy of NORMSDIST (called by NORMSINV) was improved also. These changes also affect NORMINV and LOGINV (these call NORMSINV) and NORMDIST and LOGNORMDIST (these call NORMSDIST).
Article ID: 828313 - Last Review: January 18, 2007 - Revision: 2.2