In: Statistics and Probability
If we consider the right tail.
Then we need to find the qunatile value
such that area to the right side of
is 0.0250
i.e.,


Then
we can find this this
from the standard normal distribution. Here
is the CDF if standard normal distrbution.
we have find these values in R
So
= 1.959964

Similarly if we consider the left tail then we need to find
qunatile value
such that area to the leftt side of
is 0.0250

So

This is also finded in R

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