MATLAB: P value to z score

Question

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

Answer 1

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