Question
How do I determine the z score from a p value? Thanks!
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Expert Answer
Kshitij Singh
PhD Expert
Answered Nov 20, 2025
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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