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09-02-2017
Mathematics

Answered

Find the number z that is the 2020th percentile of the standard normal distribution.

Verified Answer :

LammettHash LammettHash

14-02-2017

The 20th percentile corresponds to the "top" 20% of the distribution, i.e. the critical value \(z\) such that

\(\mathbb P(Z\le z)=0.80=F_Z(z)\implies z={F_Z}^{-1}(0.80)\approx0.8416\)

where \(F_Z(z)\) is the CDF for a standard normal distribution.

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