p values from robust Z scores

Question

[dharl]

I was wondering how to calculate p values from a robust Z score. the robust Z score unlike the normal z score is calculated using the median and absolute deviation from median(MAD) instead of the mean and standard deviation. This way, it is not sensitive to outliers.

[brentp]

I'd assume that once you have the z-score, the calculation of the p-value is the same--just take 1 - cdf.