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Obtaining the standard normal z score

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Is there an easy way to obtain the standard normal z score with an upper tail probability of 0.05/2 or any number at hand

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Accepted Answer

Star Strider
Star Strider on 16 Jul 2020
Try this:
z = norminv(1-0.05/2)
producing:
z =
1.9600
Without the Statistics and Machine Learning Toolbox:
CV = @(alpha) -sqrt(2) * erfcinv(2*alpha); % Equivalent to ‘norminv’
z = CV(1-0.05/2)
producing the same result.
.

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