e-Statistics

Critical Point

Suppose that a random variable $ X$ has the normal distribution with mean $ \mu =$ and standard deviation $ \sigma =$ . Then we can calculate the critical point

$ z_\alpha =$ with level $ \alpha =$
The value $ z_\alpha$ determines the tail probability $ P(X > z_\alpha) = \alpha$ . In other words the critical point $ z_\alpha$ represents the $ (1-\alpha)$ -th percentile.