Probit is a nonlinear function of probability p:
| probit(p) = F–1(p) |
where F–1() is the function inverse to the cumulative distribution function F() of the standard normal distribution. In contrast to the probability p itsef (which takes on values from 0 to 1), the values of the probit of p are from minus- to plus-infinity.
For some specific values of p, values of the probit are:
lim p ® 0 | probit(p) = –Â¥; |
| probit(0.5) = 0; |
lim p ® 1 | probit(p) = +¥; |