NAME

Statistics::Standard_Normal - Z scores and percentiles using standard normal table

SYNOPSIS

  use Statistics::Standard_Normal qw/z_to_pct pct_to_z/;;

  while (defined my $z = get_z_score($name)) {
    say "$name's result was at the ", z_to_pct($z), ' percentile';
  }

  while (defined my $pct = get_percentile($name)) {
    say "$name's result had a Z score of ", pct_to_z($pct);
    say "Be careful of flattening at high percentiles!" if $pct > 98;
  }

DESCRIPTION

Statistics::Standard_Normal provides convenience functions to convert between Z scores and percentile scores using values taken from a standard normal distribution (that is, a normal distribution with a mean of 0 and a standard deviation of 1). Percentile scores are often used for informal reporting of results, since they make intuitive sense to many readers, while Z scores are less familiar, but a better behaved for values far from the mean.

The intent of this package is to be lightweight -- it has no prerequisites outside the Perl core, no compiler requirement, and a small footprint -- while providing values accurate enough for most uses.

FUNCTIONS

Two conversion functions are provided:

z_to_pct($z)

Returns the percentile corresponding to the Z-score $z. This is the percentage of the area under the standard normal curve located to the left of a vertical line at mean + $z.

A closed-form solution to this problem does not exist, so "z_to_pct" uses a rapid estimation that is generally accurate to 0.1% over the range of -3.719 < $z < 3.719. Values outside this range return 0.01% or 99.99%, depending on the sign of $z.

pct_to_z($pctile)

Returns the Z-score corresponding to $pctile. This uses an approximation similar to the one used by "z_to_pct"; the result is generally accurate to 0.005. Values of $pctile <0.01 or >99.9 return -3.719 and 3.719, respectively.

EXPORT

Both "pct_to_z" and "z_to_pct" are available for importation, but neither are exported by default.

BUGS AND CAVEATS

Conversion to Z scores of percentiles very close to 0 or 100 becomes increasingly inaccurate, as smaller and smaller changes in percentile are associated with a given change in Z score.

SEE ALSO

For intensive usage, a compiled library may provide better performance (cf. "ndtr" in Math::Cephes or Math::CDF for Perl bindings to some options).

If you have a set of observations and want to perform statistical tests, there are a host of modules in the Statistics:: namespace; ones that may help you derive Z scores include Statistics::Zscore and Statistics::Zed.

VERSION

version 1.00

AUTHOR

Charles Bailey <cbail@cpan.org>

COPYRIGHT AND LICENSE

Copyright 2012-2014 Charles Bailey.

This software may be used under the terms of the Artistic License or the GNU General Public License, as the user prefers.

ACKNOWLEDGMENT

The code incorporated into this package was originally written with United States federal funding as part of research work done by the author at the Children's Hospital of Philadelphia.