z2p

Converts z-statistic to p-value by integrating the standard normal pdf

Converts normally distributed z-statistic to one- or two-tailed p-value
by integrating the standard normal pdf. If no "tails" value is specified, z2p computes the two-tailed value by default. The output p is the same size as z, which can be a scalar, vector, or matrix.

Inputs:
z: normally distributed z-statistic (positive or negative)
(optional) tailed: the number of tails over which to compute the probability value. (Note: by symmetry of the normal distribution, the two-tailed p-value is twice the one-tailed value.)

This function is useful for hypothesis testing when the test statistic is normally distributed.