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Thread: P-value Formula for Z-test Statistic

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    P-value Formula for Z-test Statistic

    Hello All,

    I am trying to find the formula for p-value for a z-test. Ultimately, I would like to code this in PHP, but first need to start by finding the formula. If anyone does have any helpful hints as to how to do this in PHP I would appreciate that. Thanks.

  2. #2
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    Maybe this will help you with your search. From R (you need pnorm)

    For ‘pnorm’, based on

    Cody, W. D. (1993) Algorithm 715: SPECFUN - A portable FORTRAN
    package of special function routines and test drivers. _ACM
    Transactions on Mathematical Software_ *19*, 22-32.

    For ‘qnorm’, the code is a C translation of

    Wichura, M. J. (1988) Algorithm AS 241: The Percentage Points of
    the Normal Distribution. _Applied Statistics_, *37*, 477-484.

    http://portal.acm.org/citation.cfm?id=151273 - check here - source codes seems to be available
    Last edited by Tart; 06-17-2010 at 07:00 PM.
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  3. #3
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    You could use an external call to R to calculate the quantiles/probabilities you need. An example of this can be found at the bottom of this page

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