Probit Logo

In statistics, the probit function converts a probability into a score. This score indicates how many standard deviations a value from a standard normal distribution is from the mean. For example, a probability of 0.5 (50%) represents the exact middle of the distribution, so its probit score is 0. A smaller probability like 0.025 (2.5%) is far to the left on the curve, corresponding to a probit score of approximately −1.96.