Convert Z-score (Z-value, standard score) to p-value for normal distribution in Python

Question

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\'

Answer 1

Starting Python 3.8, the standard library provides the NormalDist object as part of the statistics module.

It can be used to apply the inverse cumulative distribution function (inv_cdf, also known as the quantile function or the percent-point function) and the cumulative distribution function (cdf):

NormalDist().inv_cdf(0.95)
# 1.6448536269514715
NormalDist().cdf(1.64)
# 0.9494974165258963