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I'm building an app in Objective-C for iOS that requires some statistics calculations. I read on this thread how to calculate percentile from a value, but how about going in the opposite direction?

I have a percentile, and need to get the z-score from that (their example uses 5th percentile corresponds to -1.645). Which math.h function w/ formula can I use?

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MechEngineer
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1 Answers1

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You need to use the Inverse CDF of the normal distribution to get what you are after: http://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

I did a search for someone who has written this already in objective c and I can't find it. You can adapt the code from here though: http://home.online.no/~pjacklam/notes/invnorm/

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