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diff --git a/octave_packages/m/statistics/base/probit.m b/octave_packages/m/statistics/base/probit.m
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+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} probit (@var{p})
+## For each component of @var{p}, return the probit (the quantile of the
+## standard normal distribution) of @var{p}.
+## @end deftypefn
+
+## Written by KH <Kurt.Hornik@wu-wien.ac.at> on 1995/02/04
+## Description: Probit transformation
+
+function y = probit (p)
+
+
+  if (nargin != 1)
+    print_usage ();
+  endif
+
+  y = stdnormal_inv (p);
+
+endfunction
+
+%!assert(probit([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, Inf, NaN]);
+
+%% Test input validation
+%!error probit ()
+%!error probit (1, 2)
+