Harlan was a bit conservative, since pre-2002 Excel gives 5-6 figure
accuracy on this calculation up to 99.99%, but it quickly degenerates
after that. You can get essentially machine accuracy from the
inv_normal function in
http://members.aol.com/iandjmsmith/Examples.xls
Jerry

Paul D. Simon wrote:

Harlan,

Thanks very much for responding. Even though I'm using Excel 2000,
your formula seems to work perfectly, giving me all the known values
shown in the table above. So, I'm confident that I can use it to fill
in corresponding values for other percentages as well.

Thanks again - I appreciate it.

Paul