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diff --git a/octave_packages/m/statistics/distributions/norminv.m b/octave_packages/m/statistics/distributions/norminv.m
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+## Copyright (C) 2012 Rik Wehbring
+## 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} {} norminv (@var{x})
+## @deftypefnx {Function File} {} norminv (@var{x}, @var{mu}, @var{sigma})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the normal distribution with mean @var{mu} and
+## standard deviation @var{sigma}.
+##
+## Default values are @var{mu} = 0, @var{sigma} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of the normal distribution
+
+function inv = norminv (x, mu = 0, sigma = 1)
+
+  if (nargin != 1 && nargin != 3)
+    print_usage ();
+  endif
+
+  if (!isscalar (mu) || !isscalar (sigma))
+    [retval, x, mu, sigma] = common_size (x, mu, sigma);
+    if (retval > 0)
+      error ("norminv: X, MU, and SIGMA must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma))
+    error ("norminv: X, MU, and SIGMA must not be complex");
+  endif
+
+  if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single"))
+    inv = NaN (size (x), "single");
+  else
+    inv = NaN (size (x));
+  endif
+
+  if (isscalar (mu) && isscalar (sigma))
+    if (!isinf (mu) && !isnan (mu) && (sigma > 0) && (sigma < Inf))
+      inv =  mu + sigma * stdnormal_inv (x);
+    endif
+  else
+    k = !isinf (mu) & !isnan (mu) & (sigma > 0) & (sigma < Inf);
+    inv(k) = mu(k) + sigma(k) .* stdnormal_inv (x(k));
+  endif
+
+endfunction
+
+
+%!shared x
+%! x = [-1 0 0.5 1 2];
+%!assert(norminv (x, ones(1,5), ones(1,5)), [NaN -Inf 1 Inf NaN]);
+%!assert(norminv (x, 1, ones(1,5)), [NaN -Inf 1 Inf NaN]);
+%!assert(norminv (x, ones(1,5), 1), [NaN -Inf 1 Inf NaN]);
+%!assert(norminv (x, [1 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN NaN]);
+%!assert(norminv (x, 1, [1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN]);
+%!assert(norminv ([x(1:2) NaN x(4:5)], 1, 1), [NaN -Inf NaN Inf NaN]);
+
+%% Test class of input preserved
+%!assert(norminv ([x, NaN], 1, 1), [NaN -Inf 1 Inf NaN NaN]);
+%!assert(norminv (single([x, NaN]), 1, 1), single([NaN -Inf 1 Inf NaN NaN]));
+%!assert(norminv ([x, NaN], single(1), 1), single([NaN -Inf 1 Inf NaN NaN]));
+%!assert(norminv ([x, NaN], 1, single(1)), single([NaN -Inf 1 Inf NaN NaN]));
+
+%% Test input validation
+%!error norminv ()
+%!error norminv (1,2)
+%!error norminv (1,2,3,4)
+%!error norminv (ones(3),ones(2),ones(2))
+%!error norminv (ones(2),ones(3),ones(2))
+%!error norminv (ones(2),ones(2),ones(3))
+%!error norminv (i, 2, 2)
+%!error norminv (2, i, 2)
+%!error norminv (2, 2, i)
+