N=rnorm(9999999,mean=0,sd=1) cdf=ecdf(N) zscore=-1.8 message(paste0("Alpha approximated is ",cdf(zscore))) message(paste0("Alpha from built-in CDF ",pnorm(zscore,mean=0,sd=1))) message(paste0("Bonus: zscore from p-value ",qnorm(0.02275,mean=0,sd=1)))