How does one convert a Z-score from the Z-distribution (standard normal distribution, Gaussian distribution) to a p-value? I have yet to find the magical function in Scipy\'
I think the cumulative distribution function (cdf) is preferred to the survivor function. The survivor function is defined as 1-cdf, and may communicate improperly the assumptions the language model uses for directional percentiles. Also, the percentage point function (ppf) is the inverse of the cdf, which is very convenient.
>>> import scipy.stats as st
>>> st.norm.ppf(.95)
1.6448536269514722
>>> st.norm.cdf(1.64)
0.94949741652589625