transfer p value to z value

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junxian wang
junxian wang on 20 Jun 2019
Answered: David Hill on 20 Jun 2019
Hello! I have p values (i.e. accuracy in %), how can I transfer these p values to corresponding Z values in standard normal distribution ? is there any function I can use?
for example, p = 0.95, Z = 1.645 in POZ conversion table.
Thanks a lot in advance!
best!
Arya

Answers (2)

David Hill
David Hill on 20 Jun 2019
If you have the Statistics and Machine Learning Toolbox the function is norminv(). If you don't, the documentation for the norminv function gives you enough information to write your own function.
z = norminv(.95);

Star Strider
Star Strider on 20 Jun 2019
Use the norminv function.
If you do not have the Statistics and Machine Learning Toolbox, y9ou can use this anonymous function:
ZV = @(pv) -sqrt(2) * erfcinv(2*pv); % Equivalent to ‘norminv’

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