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Let Z ~ N(0,1) such
that:
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[s1] |
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[s2] |
From the standard normal table, the .90-quantile of Z
is 1.28, so
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[s3] |
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[s4] |
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[s5] |
Accordingly, the .90-quantile
−1(.90)
of X is 2.38. A more direct and intuitive solution is
to recognize that the .90-quantile of any normal distribution occurs 1.28
standard deviations above its mean. Accordingly, the .90-quantile of X
is
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[s6] |
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