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