I have numpy, statsmodel, pandas, and scipy(I think)
How do I calculate the z score of a p-value and vice versa?
For example if I have a p value of 0.95 I should get 1.96 in return.
I saw some functions in scipy but they only run a z-test on a array.
>>> import scipy.stats as st >>> st.norm.ppf(.95) 1.6448536269514722 >>> st.norm.cdf(1.64) 0.94949741652589625

As other users noted, Python calculates left/lower-tail probabilities by default. If you want to determine the density points where 95% of the distribution is included, you have to take another approach:
>>>st.norm.ppf(.975) 1.959963984540054 >>>st.norm.ppf(.025) -1.960063984540054
