Is there a C# library that will perform the Excel NORMINV function?

Question

I\'m running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, a

Answer 1

https://numerics.mathdotnet.com/ has a pretty neat looking library that deals with stats (so I assume the CDF), I've not used it so I can't say for definite that it's what you want, but it seems like it should be.