Z to P Values

Convert between Z and p values

Background

Quite often I find I have to look up the conversion of a standard score (Z value) to a P value.

Some commonly encountered standard scores and their corresponding p-values, assuming one-tailed tests/hypothesis are:

Standard score (Z)	P-value
0.8416	0.2
1.2816	0.1
1.6449	0.05
1.96	0.025
2.0537	0.02
2.3263	0.01
3.0902	0.001
3.2905	0.0005

But what if we want a different value? Below is python code to generate your own custom value

from scipy import stats

# From Z-score to p-value
print(stats.norm.sf(2.3263))

# From p-value to Z-score
print(stats.norm.ppf(.99))

Verify the code here right in your browser! Just remember to hit shift + enter to evaluate code