Join Date: Jan 2009
Posts: 5,045
Since the normal pdf is not an integrable function, there is no exact closed form solution. The book Abramowitz and Stegun, Handbook of Mathematical Functions, National Bureau of Standards 1970 has a polynomial approximation.
If you have Excel, you can use the following:
If the two sided confidence level is stored in cell C1, then
Z = NORMINV(1-(1-C1)/2,0,1)
BTW - Z for 90% is 1.645
