Stats algorithm: Get z-score from percentile?

  • Thread starter Thread starter Dave Veeneman
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Dave Veeneman

I'm looking from an algorithm that will do a statistics calculation for me--
it's the first time 'Numerical Recipies in C' has failed me! A normal
distribution table tells me the probability (by percentile) of an item,
given something called a z-score. If I have a z-score, I can look up the
probability in a distribution table.

There are plenty of algorithms around to do that calculation, but I need to
do a reverse lookup. I am given a percentile, and I need to return the
z-score that corresponds to that percentile. I haven't found anything that
will give me that result. If anyone can direct me to code or to an
algorithm, I'll be very grateful.

Thanks,
Dave Veeneman
 
Thanks! I had found fourmilab, but then I assumed that the code would be
server-side. Guess it shows what happens when I assume...

I did find a Fortran version at http://lib.stat.cmu.edu/apstat/241. It's
from the Journal of Applied Statistics-- I may use that one, simply because
I can verify it in the journal.

Regards,
Dave Veeneman
 
Hey, would you be willing to share your code once you code
it up in C#? I'm trying to get together a bunch of stats
code in C#. I did a bunch in VB 6.0 for basic things
(correlation, sd, etc) and it is looking like I'll have to
convert it all.
Geoff Collier
 
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