I'm looking from an algorithm that will do a statistics calculation for me in c programming . A normal distribution table tells me the probability (by percentile) of an item, given something called a z-score. If I have a z-score, I can look up the probability in a distribution table. There are plenty of algorithms around to do that calculation, but I need to do a reverse lookup. I am given a percentile(probability or area under the bell curve), and I need to return the z-score that corresponds to that percentile. I haven't found anything that will give me that result. If anyone can direct me to code or to an algorithm, I'll be very grateful.
Thankyou in advance.
