Z-score and True Value

Let's say I have the value of a z-score of 1.21

Typing in normcdf(1.21) and executing the command will give me the value 0.3869.

However, I am now given the value of 0.3869, what command or formula can I use to get the z-score 1.21?

unknowncommand(0.3869) = 1.21

Answer 1

[Star Strider]

This is straightforward:

z_score = 1.21
p = normcdf(z_score)
new_z = norminv(p)

z_score =
                      1.21

p =
         0.886860553556023

new_z =
                      1.21

Feel free to explore the documentation.