1
Appendix 1: Significance Level of a
Standard Normal Deviate
The significance level is based on a polynomial approximation.
Notation
The following notation is used in this appendix:
X Value of the standard normal deviate
Q One-sided significance level
Computation (Abramowitz and Stegun, 1965)
QX Za Za Za Za Za Za
16 1 6
27
4949
=++++++
%
&
'(
)
*
−
05 1 123456
16
.
where
ZXX
aa
aa
aa
=≤
%
&
'
==
==
==
07071067812 1414
10
0070523078 00001520143
00422820123 00002765672
00092705272 00000430638
14
25
36
..
..
..
..
if
otherwise
K
References
Ling, R. E. 1978. A study of the accuracy of some approximations for t,
χ
2 and F
tail probabilities. Journal of the American Statistical Association, 73: 274–283.