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Z-score to Percentile Rank Formula?

  1. Jan 8, 2014 #1
    I was wondering, is there a formula that converts a given z-score to its respective percentile rank? I know I can look up the conversion in a table, but I have a lot of data, and would rather just program a formula into Excel. Obviously, there is some sort of way that whoever created the table made the table, and I'm hoping I can use such a formula.

    Thank you!
     
  2. jcsd
  3. Jan 8, 2014 #2

    DrDu

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    look up NORMDIST and INVNORM
     
  4. Jan 8, 2014 #3
    Thanks! That obviously works, but I would hate to use something without knowing how it actually works. Do you know the corresponding formula or procedure to actually calculate it by hand, if it were necessary?
     
  5. Jan 11, 2014 #4

    DrDu

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    You have to numerically calculate the integral over a gaussian function. This integral is called error function (erf). There are some routines out there for the calculation. You might have a look at Abramovitz, Stegun, Handbook of mathematical functions.
     
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