ϙ_Z (p) = Φ⁻¹ (p)

p-order

$f_Z\left(z_p\right)=\phi \left(z_p\right)$

$s{e}_{q_Z\left(p\right)}$

−2

0.023

0.054

$2.762/\sqrt{n}$

$-1.\widehat{3}$

0.091

0.164

$1.755/\sqrt{n}$

$-0.\widehat{6}$

0.252

0.319

$1.360/\sqrt{n}$

0

0.500

0.399

$1.253/\sqrt{n}$

$0.\widehat{6}$

0.748

0.319

$1.360/\sqrt{n}$

$1.\widehat{3}$

0.909

0.164

$1.755/\sqrt{n}$

2

0.977

0.054

$2.762/\sqrt{n}$