The inverse normal function
Converting a p-value to a z-score uses the inverse of the standard normal CDF, often written as Φ⁻¹(p) or the probit function.
For a two-tailed test with p-value p: z = Φ⁻¹(1 − p/2). For a one-tailed upper test: z = Φ⁻¹(1 − p). Common critical values include z = 1.645 for α = 0.10 (two-tailed) and z = 1.96 for α = 0.05 (two-tailed).
z = Φ⁻¹(1 − p/2)
Two-tailed z-score from p-value.
z = Φ⁻¹(1 − p)
One-tailed (upper) z-score from p-value.