Calculate Z-Score from Probability Value - R programming

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I know Z-score can be calculated using pnorm(q=1, mean = 0, sd = 1, lower.tail = TRUE) for example
That will give us a probability value of 0.841344746068543

I was wondering if there was a function that calculates the inverse of that to find the probability from the Z score (Calculating Z=1 from the probability value of 0.841344746068543). Some math textbooks call that function it inverse phi.
Apr 4, 2022 in Machine Learning by Dev
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1 answer to this question.

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It's named qnorm

qnorm(p=0.841344746068543)

Output

1

The following family of functions exists in general for a given distribution (taking norm as an example):

  • rnorm - randomly select numbers from a distribution
  • dnorm - the density at a certain point in a distribution.
  • qnorm stands for quantile function.
  • pnorm stands for "proportional norm" and is a distribution function (which you have used)

For example, you have the same set for unif (the uniform distribution) (dunif,runif,punif,qunif)

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answered Apr 4, 2022 by Nandini
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