4. For a normal distribution, find the z-score that separates the distribution as follows:
a) Separate the highest 30% from the rest of the distribution.
b) Separate the lowest 40% from the rest of the distribution.
c) Separate the highest 75% from the rest of the distribution.

Respuesta :

Let [tex]\Phi(z)[/tex] denote the cumulative distribution function for the standard normal distribution (mean 0, standard deviation 1). Then you're looking for z such that

(a) [tex]\Phi(z) = P(Z\le z) = 0.70[/tex]

(b) [tex]\Phi(z) = P(Z\le z) = 0.40[/tex]

(c) [tex]\Phi(z) = P(Z\le z) = 0.25[/tex]

To get the corresponding z-score for each of 0.70, 0.40, and 0.25, take the inverse CDF of both sides:

(a) [tex]z = \Phi^{-1}(0.70) \approx 0.5244[/tex]

(b) [tex]z = \Phi^{-1}(0.40) \approx -0.2533[/tex]

(c) [tex]z = \Phi^{-1}(0.25) \approx -0.6745[/tex]