Calculate Z-Score from Probability Value - R programming

0 votes
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
• 6,000 points
3,047 views

1 answer to this question.