Seeking a statistical javascript function to return p-value from a z-score
I found this in a forum online and it works like a charm.
function GetZPercent(z)
{
//z == number of standard deviations from the mean
//if z is greater than 6.5 standard deviations from the mean
//the number of significant digits will be outside of a reasonable
//range
if ( z < -6.5)
return 0.0;
if( z > 6.5)
return 1.0;
var factK = 1;
var sum = 0;
var term = 1;
var k = 0;
var loopStop = Math.exp(-23);
while(Math.abs(term) > loopStop)
{
term = .3989422804 * Math.pow(-1,k) * Math.pow(z,k) / (2 * k + 1) / Math.pow(2,k) * Math.pow(z,k+1) / factK;
sum += term;
k++;
factK *= k;
}
sum += 0.5;
return sum;
}
And I don't need to include a large library just for the one function.
Just editing the code from Paul's answer for a two-sided t-test
function GetZPercent(z)
{
//z == number of standard deviations from the mean
//if z is greater than 6.5 standard deviations from the mean
//the number of significant digits will be outside of a reasonable
//range
if ( z < -6.5)
return 0.0;
if( z > 6.5)
return 1.0;
if (z > 0) { z = -z;}
var factK = 1;
var sum = 0;
var term = 1;
var k = 0;
var loopStop = Math.exp(-23);
while(Math.abs(term) > loopStop)
{
term = .3989422804 * Math.pow(-1,k) * Math.pow(z,k) / (2 * k + 1) / Math.pow(2,k) * Math.pow(z,k+1) / factK;
sum += term;
k++;
factK *= k;
}
sum += 0.5;
return (2*sum);
}