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Statistical Inference: A Short Course by Michael J. Panik

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6.4 Percentiles of The Standard Normal Distribution and Percentiles of The Random Variable X

Suppose a random variable img is img. To determine the pth percentile of img, we first need to find the pth percentile of img To this end, the value ofimgat the pth percentile, denoted img has 100 p% of the area under img below it, that is, img satisfies the equation

(6.3) equation

For instance, to find the 80th percentile of the img distribution, let us work with the equation

(Fig. 6.27a). Then, since 0.80 = 0.50 + 0.30, let us find 0.30 ...

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