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Find confidence level using a built-in function like InverseCDF?

Posted 6 years ago

Hello. I havent found inbuilt function for it. Of cource, for example, we can find two tailed z value like this

a = 0.05/2;
z = -1/(1/2 (1 + Erf[a/Sqrt[2]]))

So my question how two find one and two tailed z values using inbuit function like InverceCDF and so on[...]? For example from p value 0.05 to get one tailed z value 1.64485.

POSTED BY: Alex Graham
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