title: Is there a C# library that will perform the Excel NORMINV function?
body: <p>I'm running some <a href="http://en.wikipedia.org/wiki/Monte_Carlo_method" rel="noreferrer">Monte Carlo simulations</a> and making extensive use of the Excel function <a href="http://msdn.microsoft.com/en-us/library/microsoft.office.interop.excel.worksheetfunction.norminv(office.14).aspx" rel="noreferrer">NORM.INV</a> using Office Interrop. This functions takes three arguments (probability, average, standard deviation) and returns the inverse of the cumulative distribution. </p>
  
  <p>I'd like to move my code into a web app, but that will require installing Excel on the server. <strong>Does anybody know of a C# statistics library that has an equivalent function to NORM.INV?</strong></p>