Probability to z-score and vice versa

python statistics
user3084006 picture user3084006 · Jan 1, 2014 · Viewed 70.6k times · Source

How do I calculate the z score of a p-value and vice versa?

For example if I have a p-value of 0.95 I should get 1.96 in return.

I saw some functions in scipy but they only run a z-test on an array.

I have access to numpy, statsmodel, pandas, and scipy (I think).

Answer

Myles Baker picture Myles Baker · Jan 1, 2014 
>>> import scipy.stats as st
>>> st.norm.ppf(.95)
1.6448536269514722
>>> st.norm.cdf(1.64)
0.94949741652589625

Default Python Probabilities

As other users noted, Python calculates left/lower-tail probabilities by default. If you want to determine the density points where 95% of the distribution is included, you have to take another approach:

>>>st.norm.ppf(.975)
1.959963984540054
>>>st.norm.ppf(.025)
-1.960063984540054

Density between two points

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