p value to z score

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Nuchto 2012-8-2

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/45173-p-value-to-z-score

评论： Star Strider 2020-8-25

采纳的回答： Star Strider

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

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Star Strider 2012-8-3

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https://ww2.mathworks.cn/matlabcentral/answers/45173-p-value-to-z-score#answer_55318

编辑：Star Strider 2012-8-3

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:

zscore = z([0.025 0.5 0.975])

produces:

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

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Star Strider 2012-8-3

编辑：Star Strider 2012-8-3

I created an anonymous function that I called ‘z’ that uses the core MATLAB ‘erfcinv’ function to calculate the z-score from the probability. So if you copy-paste the function:

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

to your code, then call it as I did with:

zscore = z(0.025)

to calculate the z-score for a probability ‘p’ = 0.025, you will get:

zscore =
      -1.9600e+000

Since you asked about a z-score for p = 0.001,

zscore = z(0.001)
zscore =
      -3.0902e+000

and:

zscore = z(0.0005)
zscore =
      -3.2905e+000

So a z-score of -1.96 corresponds to a probability of 0.025, and a z-score of -3.0902 corresponds to a probability of 0.001 and a z-score of -3.2905 corresponds to a probability of 0.0005. (In my experience, a z-score implies the normal distribution.)

I initially called ‘z’ with a vector of values as an illustration on how to do that.

My ‘z’ function uses the inverse of the complementary error function, closely related to the normal distribution. If you have the Statistics Toolbox, you can use ‘norminv’ instead. Since not everyone has all the toolboxes, I decided to use ‘erfcinv’ in my answer. I refer you to the documentation for ‘erfcinv’ and ‘erfc’ and the related functions for details.

Rik 2020-8-25

A bit late maybe, but I did end up putting it on the FEX, so here is the promised link: BlandAltmanPlot. Once Mathworks gets the example tab working again for github submission, you will even be able to see a nice doc.