Home → Techniques and Tips → @RISK Distributions → Cumulative Probability
Applies to: @RISK 5.x and newer
Excel has functions like NORM.DIST (NORMDIST in older Excels) to return the cumulative probability in a normal distribution. Does @RISK have anything like that?
Yes, @RISK has functions to find the cumulative probability for any distribution. Instead of a separate cumulative-probability function for each distribution, @RISK uses the same function for cumulative probability of any distribution.
Actually, there are two functions, one to obtain simulation results and one to query the theoretical distribution.
Suppose you have an @RISK input or output, or even just an Excel formula, in cell AB123. To obtain the cumulative probability to the left of x = 14, for the most recent simulation, use the function =RiskXtoP(AB123,14). This function won't return a meaningful value until after a simulation has been run.
For @RISK distributions, you can access the theoretical distribution. For example, if you have =RiskNormal(100,10) in cell XY234, the function =RiskXtoP(XY234,120) will return 0.97725, give or take, but varying from one simulation to the next. But the "theo" function, =RiskTheoXtoP(XY234,120) will return the exact theoretical cumulative probability, limited only by the accuracy of floating point. The theoretical value is not dependent on running a simulation. With the "theo" functions, you can even embed the distribution right in the function, as for instance =RiskTheoXtoP(RiskNormal(100,10), 120).
Instead of the probability from –∞ to an x value, how can I get the probability between two x values?
Just subtract the two cumulative probabilities. For example, the cumulative probability of cell PQ456 between x = 7 and 22 would be =RiskXtoP(PQ456,22) – RiskXtoP(PQ456,7).
How do I get the probability density, which Excel returns when the last argument of NORM.DIST is FALSE?
The probability density is simply the height of the curve at a given x value. Use RiskTheoXtoY instead of RiskTheoXtoP. (The RiskTheoXtoY function was added in @RISK 6.0 and is not available in @RISK 5.x.)
Last edited: 2017-05-04