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\'
From formula:
import numpy as np import scipy.special as scsp def z2p(z): """From z-score return p-value.""" return 0.5 * (1 + scsp.erf(z / np.sqrt(2)))