p value to z score

Technical Source
1 min readApr 7, 2022

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How do I determine the z score from a p value?

NOTE:-

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Using the ‘erfcinv’ function (part of core MATLAB) and writing it as an anonymous function:

z = @(p) -sqrt(2) * erfcinv(p*2);

where ‘p’ is the probability.

So:

produces:

zscore =      -1.9600e+000     0.0000e+000     1.9600e+000

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Technical Source
Technical Source

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